0.67Open0.50Pre Close55 Volume12.83K Open Interest16.00Strike Price3.56KTurnover42.76%IV1.14%PremiumJul 26, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6158Delta0.5494Gamma38.94Leverage Ratio-0.0350Theta-0.0010Rho-23.98Eff Leverage0.0062Vega