3.50Open3.47Pre Close2.18K Volume2.45K Open Interest452.50Strike Price1.14MTurnover20.30%IV0.48%PremiumJul 19, 2024Expiry Date2.99Intrinsic Value100Multiplier3DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6216Delta0.0438Gamma88.57Leverage Ratio-0.4952Theta-0.0226Rho-55.06Eff Leverage0.1640Vega