7.65Open7.10Pre Close4 Volume54 Open Interest128.00Strike Price3.11KTurnover53.71%IV2.12%PremiumJul 26, 2024Expiry Date5.50Intrinsic Value100Multiplier3DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7752Delta0.0444Gamma19.44Leverage Ratio-0.2538Theta-0.0093Rho-15.07Eff Leverage0.0380Vega