0.27Open0.20Pre Close125 Volume3.96K Open Interest11.00Strike Price3.59KTurnover32.34%IV0.65%PremiumJul 26, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7468Delta0.9806Gamma39.16Leverage Ratio-0.0157Theta-0.0006Rho-29.25Eff Leverage0.0033Vega