2.88Open1.93Pre Close13 Volume43 Open Interest94.00Strike Price3.30KTurnover38.79%IV1.57%PremiumJul 26, 2024Expiry Date1.01Intrinsic Value100Multiplier4DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.5933Delta0.0952Gamma42.80Leverage Ratio-0.1949Theta0.0066Rho25.39Eff Leverage0.0407Vega