5.40Open4.61Pre Close7 Volume247 Open Interest45.00Strike Price3.74KTurnover54.58%IV0.27%PremiumAug 16, 2024Expiry Date5.12Intrinsic Value100Multiplier16DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8399Delta0.0421Gamma8.79Leverage Ratio-0.0483Theta0.0163Rho7.38Eff Leverage0.0258Vega