3.20Open3.67Pre Close11 Volume269 Open Interest35.00Strike Price3.62KTurnover50.80%IV2.32%PremiumAug 16, 2024Expiry Date2.43Intrinsic Value100Multiplier24DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.7258Delta0.0672Gamma10.85Leverage Ratio-0.0370Theta0.0161Rho7.87Eff Leverage0.0325Vega