0.54Open0.35Pre Close50 Volume973 Open Interest17.50Strike Price3.55KTurnover64.74%IV2.54%PremiumJul 19, 2024Expiry Date0.22Intrinsic Value100Multiplier7DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5754Delta0.2305Gamma22.15Leverage Ratio-0.0443Theta0.0021Rho12.75Eff Leverage0.0103Vega