0.35Open0.97Pre Close162 Volume4.92K Open Interest72.50Strike Price3.59KTurnover39.61%IV0.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1914Delta0.9569Gamma2408.33Leverage Ratio-1.0812Theta0.0000Rho460.98Eff Leverage0.0020Vega