4.96Open2.65Pre Close7 Volume306 Open Interest85.00Strike Price3.46KTurnover45.47%IV1.19%PremiumJul 19, 2024Expiry Date3.79Intrinsic Value100Multiplier6DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.7753Delta0.0550Gamma19.30Leverage Ratio-0.1343Theta0.0117Rho14.97Eff Leverage0.0359Vega