3.50Open3.47Pre Close2.17K Volume2.45K Open Interest452.50Strike Price1.13MTurnover20.18%IV0.45%PremiumJul 19, 2024Expiry Date2.99Intrinsic Value100Multiplier3DDays to Expiry2.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6254Delta0.0439Gamma88.57Leverage Ratio-0.4897Theta-0.0227Rho-55.39Eff Leverage0.1635Vega