0.40Open0.38Pre Close91 Volume1.16K Open Interest20.50Strike Price3.42KTurnover46.71%IV1.66%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.4742Delta0.4361Gamma59.51Leverage Ratio-0.0584Theta-0.0008Rho-28.22Eff Leverage0.0078Vega