0.01Open0.02Pre Close3.07K Volume8.81K Open Interest94.50Strike Price3.57KTurnover22.51%IV2.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0513Gamma9227.00Leverage Ratio-0.0100Theta0.0001Rho222.82Eff Leverage0.0028Vega