0.35Open0.47Pre Close129 Volume2.25K Open Interest58.00Strike Price3.70KTurnover35.08%IV3.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.2125Delta0.1232Gamma195.97Leverage Ratio-0.0741Theta-0.0015Rho-41.65Eff Leverage0.0195Vega