0.01Open0.02Pre Close3.07K Volume8.81K Open Interest94.50Strike Price3.57KTurnover21.64%IV2.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0242Delta0.0514Gamma9227.00Leverage Ratio-0.0100Theta0.0001Rho222.90Eff Leverage0.0029Vega