3.50Open3.47Pre Close2.17K Volume2.45K Open Interest452.50Strike Price1.13MTurnover19.90%IV0.49%PremiumJul 19, 2024Expiry Date2.85Intrinsic Value100Multiplier3DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6231Delta0.0446Gamma90.38Leverage Ratio-0.4837Theta-0.0226Rho-56.32Eff Leverage0.1639Vega