0.35Open0.28Pre Close105 Volume119 Open Interest112.00Strike Price3.14KTurnover10.65%IV0.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3463Delta0.8993Gamma932.34Leverage Ratio-0.1840Theta0.0005Rho322.87Eff Leverage0.0142Vega