3.50Open3.80Pre Close10 Volume20 Open Interest36.00Strike Price3.57KTurnover79.23%IV6.28%PremiumAug 16, 2024Expiry Date1.43Intrinsic Value100Multiplier24DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5316Delta0.0560Gamma9.60Leverage Ratio-0.0550Theta-0.0130Rho-5.10Eff Leverage0.0358Vega