0.10Open0.10Pre Close300 Volume771 Open Interest22.00Strike Price3.37KTurnover64.24%IV9.51%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1119Delta0.1335Gamma237.41Leverage Ratio-0.0295Theta0.0003Rho26.56Eff Leverage0.0042Vega