82.30Open130.00Pre Close474 Volume987 Open Interest5530.00Strike Price3.50MTurnover18.36%IV0.06%PremiumJul 26, 2024Expiry Date66.66Intrinsic Value100Multiplier0DDays to Expiry3.34Extrinsic Value100Contract SizeEuropeanOptions Type-0.9774Delta0.0016Gamma81.66Leverage Ratio-1.3796Theta-0.0633Rho-79.82Eff Leverage0.1002Vega