2.70Open2.45Pre Close13 Volume392 Open Interest20.00Strike Price3.57KTurnover56.24%IV0.92%PremiumAug 16, 2024Expiry Date2.69Intrinsic Value100Multiplier22DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8322Delta0.1100Gamma6.07Leverage Ratio-0.0116Theta-0.0075Rho-5.05Eff Leverage0.0107Vega