0.07Open0.07Pre Close461 Volume502 Open Interest29.50Strike Price3.22KTurnover14.02%IV1.37%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2544Delta0.6936Gamma416.71Leverage Ratio-0.0173Theta0.0009Rho106.00Eff Leverage0.0106Vega