4.60Open3.12Pre Close9 Volume84 Open Interest75.00Strike Price3.60KTurnover56.54%IV0.80%PremiumJul 26, 2024Expiry Date4.17Intrinsic Value100Multiplier3DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8300Delta0.0540Gamma17.03Leverage Ratio-0.1581Theta0.0067Rho14.13Eff Leverage0.0210Vega