3.50Open3.50Pre Close0 Volume127 Open Interest85.00Strike Price0.00Turnover40.08%IV4.86%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4384Delta0.0451Gamma28.09Leverage Ratio-0.0679Theta-0.0232Rho-12.31Eff Leverage0.0865Vega