3.70Open6.40Pre Close10 Volume41 Open Interest102.00Strike Price3.41KTurnover45.73%IV1.63%PremiumJul 26, 2024Expiry Date1.56Intrinsic Value100Multiplier3DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type-0.6187Delta0.0827Gamma37.06Leverage Ratio-0.2459Theta-0.0059Rho-22.93Eff Leverage0.0385Vega