0.50Open0.44Pre Close67 Volume88 Open Interest12.00Strike Price3.36KTurnover23.32%IV1.06%PremiumJul 19, 2024Expiry Date0.32Intrinsic Value100Multiplier16DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7240Delta0.5471Gamma27.38Leverage Ratio-0.0075Theta0.0038Rho19.82Eff Leverage0.0088Vega