0.76Open0.45Pre Close80.20K Volume7.39K Open Interest214.00Strike Price3.47MTurnover23.46%IV0.41%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0472Delta0.1924Gamma21314.00Leverage Ratio-0.6285Theta0.0000Rho1006.35Eff Leverage0.0021Vega