0.80Open0.08Pre Close29 Volume43 Open Interest39.00Strike Price3.48KTurnover12.41%IV0.85%PremiumJul 19, 2024Expiry Date1.03Intrinsic Value100Multiplier8DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9288Delta0.1817Gamma36.39Leverage Ratio-0.0111Theta0.0082Rho33.80Eff Leverage0.0082Vega