0.60Open0.76Pre Close57 Volume1.96K Open Interest11.50Strike Price3.64KTurnover4153.49%IV0.18%PremiumJul 26, 2024Expiry Date0.64Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5144Delta0.1207Gamma6.41Leverage Ratio-34.5136Theta0.0000Rho-3.30Eff Leverage0.0003Vega