0.02Open0.33Pre Close914 Volume3.32K Open Interest225.00Strike Price3.04KTurnover76.94%IV5.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0024Gamma15939.33Leverage Ratio-0.0982Theta0.0000Rho-81.92Eff Leverage0.0012Vega