17.50Open17.15Pre Close2 Volume256 Open Interest135.00Strike Price3.50KTurnover68.48%IV0.79%PremiumJul 19, 2024Expiry Date16.30Intrinsic Value100Multiplier4DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.9417Delta0.0103Gamma9.07Leverage Ratio-0.1560Theta0.0150Rho8.54Eff Leverage0.0192Vega