0.34Open0.49Pre Close56 Volume1.24K Open Interest33.50Strike Price3.56KTurnover25.30%IV0.70%PremiumJul 19, 2024Expiry Date0.23Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.6590Gamma112.42Leverage Ratio-0.0806Theta0.0009Rho79.22Eff Leverage0.0071Vega