3.50Open7.70Pre Close3 Volume315 Open Interest125.00Strike Price1.05KTurnover26.15%IV1.21%PremiumJul 19, 2024Expiry Date2.32Intrinsic Value100Multiplier15DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6167Delta0.0597Gamma32.28Leverage Ratio-0.0740Theta-0.0267Rho-19.91Eff Leverage0.0950Vega