7.10Open4.17Pre Close5 Volume78 Open Interest270.00Strike Price3.55KTurnover33.85%IV1.09%PremiumNov 15, 2024Expiry Date4.21Intrinsic Value100Multiplier15DDays to Expiry2.89Extrinsic Value100Contract SizeAmericanOptions Type-0.5668Delta0.0213Gamma27.98Leverage Ratio-0.2211Theta-0.0589Rho-15.86Eff Leverage0.2159Vega