0.87Open0.64Pre Close38 Volume212 Open Interest9.50Strike Price3.65KTurnover91.48%IV0.29%PremiumJul 26, 2024Expiry Date0.97Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8794Delta0.2657Gamma9.33Leverage Ratio-0.0197Theta-0.0007Rho-8.20Eff Leverage0.0017Vega