0.79Open0.60Pre Close37 Volume200 Open Interest21.50Strike Price3.36KTurnover73.08%IV0.90%PremiumAug 2, 2024Expiry Date0.71Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7212Delta0.2566Gamma23.38Leverage Ratio-0.1026Theta0.0010Rho16.86Eff Leverage0.0060Vega