2.82Open2.45Pre Close12 Volume43 Open Interest145.00Strike Price3.52KTurnover34.63%IV0.63%PremiumJul 26, 2024Expiry Date2.18Intrinsic Value100Multiplier4DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.6693Delta0.0666Gamma42.35Leverage Ratio-0.2640Theta0.0108Rho28.35Eff Leverage0.0570Vega