0.75Open0.35Pre Close50 Volume30 Open Interest22.50Strike Price3.60KTurnover43.08%IV2.20%PremiumJul 19, 2024Expiry Date0.20Intrinsic Value100Multiplier13DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5681Delta0.2088Gamma25.94Leverage Ratio-0.0296Theta0.0045Rho14.74Eff Leverage0.0172Vega