0.50Open0.44Pre Close76 Volume5.78K Open Interest17.00Strike Price3.12KTurnover36.76%IV1.41%PremiumJul 19, 2024Expiry Date0.08Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5613Delta0.5864Gamma54.22Leverage Ratio-0.0351Theta0.0011Rho30.43Eff Leverage0.0072Vega