3.90Open3.90Pre Close0 Volume11 Open Interest115.00Strike Price0.00Turnover24.00%IV0.54%PremiumJul 19, 2024Expiry Date3.30Intrinsic Value100Multiplier5DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.8431Delta0.0802Gamma31.91Leverage Ratio-0.0630Theta-0.0098Rho-26.91Eff Leverage0.0315Vega