3.50Open3.47Pre Close2.10K Volume2.45K Open Interest452.50Strike Price1.09MTurnover20.10%IV0.49%PremiumJul 19, 2024Expiry Date3.15Intrinsic Value100Multiplier3DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6341Delta0.0436Gamma86.00Leverage Ratio-0.4799Theta-0.0231Rho-54.53Eff Leverage0.1628Vega