0.84Open0.73Pre Close46 Volume9.12K Open Interest13.50Strike Price3.66KTurnover40.68%IV0.18%PremiumJul 19, 2024Expiry Date0.79Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9303Delta0.2320Gamma17.53Leverage Ratio-0.0116Theta0.0012Rho16.30Eff Leverage0.0019Vega