3.85Open3.85Pre Close0 Volume0 Open Interest26.00Strike Price0.00Turnover52.30%IV0.76%PremiumJul 19, 2024Expiry Date3.68Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.9540Delta0.0619Gamma6.03Leverage Ratio-0.0064Theta-0.0036Rho-5.75Eff Leverage0.0037Vega