0.87Open1.49Pre Close42 Volume1.44K Open Interest177.50Strike Price3.55KTurnover20.56%IV0.31%PremiumJul 26, 2024Expiry Date1.12Intrinsic Value100Multiplier1DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6196Delta0.1633Gamma111.99Leverage Ratio-0.3423Theta-0.0041Rho-69.39Eff Leverage0.0434Vega