2.58Open2.74Pre Close14 Volume3.25K Open Interest50.00Strike Price3.37KTurnover30.54%IV0.11%PremiumJul 19, 2024Expiry Date2.36Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9224Delta0.0819Gamma21.77Leverage Ratio-0.0336Theta0.0056Rho20.08Eff Leverage0.0084Vega