5.56Open7.20Pre Close7 Volume12 Open Interest17.00Strike Price3.63KTurnover218.86%IV0.47%PremiumJul 19, 2024Expiry Date4.30Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9057Delta0.0648Gamma2.89Leverage Ratio-0.0592Theta-0.0012Rho-2.61Eff Leverage0.0020Vega