0.50Open0.44Pre Close67 Volume88 Open Interest12.00Strike Price3.36KTurnover22.93%IV1.63%PremiumJul 19, 2024Expiry Date0.25Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6901Delta0.5915Gamma30.63Leverage Ratio-0.0076Theta0.0036Rho21.14Eff Leverage0.0092Vega