3.75Open3.80Pre Close10 Volume487 Open Interest35.00Strike Price3.47KTurnover157.11%IV-0.64%PremiumAug 16, 2024Expiry Date3.52Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7941Delta0.0755Gamma8.02Leverage Ratio-0.2501Theta-0.0015Rho-6.37Eff Leverage0.0069Vega