0.03Open0.21Pre Close2.67K Volume3.32K Open Interest478.00Strike Price3.78KTurnover111.24%IV4.31%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0044Delta0.0017Gamma45827.00Leverage Ratio-0.5336Theta0.0000Rho200.74Eff Leverage0.0008Vega