3.50Open3.47Pre Close2.17K Volume2.45K Open Interest452.50Strike Price1.13MTurnover20.21%IV0.47%PremiumJul 19, 2024Expiry Date2.97Intrinsic Value100Multiplier3DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6219Delta0.0438Gamma88.58Leverage Ratio-0.4909Theta-0.0227Rho-55.08Eff Leverage0.1645Vega