0.37Open0.36Pre Close83 Volume804 Open Interest34.00Strike Price3.41KTurnover26.67%IV0.12%PremiumAug 30, 2024Expiry Date0.47Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8620Delta0.5001Gamma68.26Leverage Ratio-0.0617Theta0.0007Rho58.84Eff Leverage0.0036Vega