0.30Open0.30Pre Close77 Volume659 Open Interest26.00Strike Price3.68KTurnover38.19%IV1.14%PremiumAug 2, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6102Delta0.3766Gamma47.73Leverage Ratio-0.0578Theta0.0016Rho29.12Eff Leverage0.0102Vega