3.30Open3.20Pre Close11 Volume381 Open Interest100.00Strike Price3.63KTurnover28.33%IV0.23%PremiumJul 19, 2024Expiry Date3.08Intrinsic Value100Multiplier15DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6824Delta0.0639Gamma23.93Leverage Ratio-0.0565Theta-0.0242Rho-16.33Eff Leverage0.0720Vega