0.86Open1.38Pre Close46 Volume212 Open Interest27.50Strike Price3.56KTurnover41.83%IV0.52%PremiumJul 26, 2024Expiry Date0.65Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7011Delta0.3038Gamma31.59Leverage Ratio-0.0521Theta-0.0018Rho-22.15Eff Leverage0.0095Vega