0.61Open2.48Pre Close60 Volume0 Open Interest35.50Strike Price3.67KTurnover44.18%IV1.05%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5516Delta0.2416Gamma44.59Leverage Ratio-0.0828Theta-0.0020Rho-24.60Eff Leverage0.0147Vega