3.25Open4.90Pre Close12 Volume1.38K Open Interest116.00Strike Price3.27KTurnover43.39%IV0.96%PremiumAug 16, 2024Expiry Date1.63Intrinsic Value100Multiplier2DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6292Delta0.0839Gamma42.13Leverage Ratio-0.2964Theta-0.0056Rho-26.51Eff Leverage0.0393Vega