0.61Open2.48Pre Close60 Volume0 Open Interest35.50Strike Price3.67KTurnover43.52%IV1.05%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5514Delta0.2415Gamma44.59Leverage Ratio-0.0800Theta-0.0021Rho-24.59Eff Leverage0.0149Vega