3.51Open3.67Pre Close12 Volume99 Open Interest97.00Strike Price3.53KTurnover32.19%IV0.61%PremiumJul 12, 2024Expiry Date2.57Intrinsic Value100Multiplier4DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.7830Delta0.0834Gamma32.12Leverage Ratio-0.1313Theta0.0090Rho25.15Eff Leverage0.0321Vega