0.75Open0.76Pre Close51 Volume444 Open Interest37.50Strike Price2.96KTurnover25.86%IV0.74%PremiumJul 26, 2024Expiry Date0.21Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6038Delta0.4255Gamma77.75Leverage Ratio-0.0636Theta0.0019Rho46.95Eff Leverage0.0135Vega