0.86Open1.38Pre Close46 Volume212 Open Interest27.50Strike Price3.56KTurnover40.57%IV0.52%PremiumJul 26, 2024Expiry Date0.65Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7006Delta0.3038Gamma31.59Leverage Ratio-0.0487Theta-0.0019Rho-22.13Eff Leverage0.0098Vega