17.50Open17.15Pre Close2 Volume256 Open Interest135.00Strike Price3.50KTurnover70.02%IV0.79%PremiumJul 19, 2024Expiry Date16.30Intrinsic Value100Multiplier4DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.9413Delta0.0103Gamma9.07Leverage Ratio-0.1622Theta0.0144Rho8.54Eff Leverage0.0190Vega