0.27Open0.20Pre Close125 Volume3.96K Open Interest11.00Strike Price3.59KTurnover31.96%IV0.65%PremiumJul 26, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7465Delta0.9807Gamma39.16Leverage Ratio-0.0153Theta-0.0006Rho-29.24Eff Leverage0.0033Vega