0.34Open0.49Pre Close56 Volume1.24K Open Interest33.50Strike Price3.56KTurnover29.67%IV0.56%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7023Delta0.6570Gamma90.05Leverage Ratio-0.1049Theta0.0006Rho63.25Eff Leverage0.0062Vega