2.60Open3.41Pre Close12 Volume46 Open Interest78.00Strike Price3.38KTurnover36.86%IV0.77%PremiumJul 10, 2024Expiry Date2.42Intrinsic Value100Multiplier2DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.8554Delta0.0957Gamma30.64Leverage Ratio-0.1210Theta0.0043Rho26.21Eff Leverage0.0147Vega