0.03Open0.05Pre Close323 Volume64 Open Interest35.00Strike Price2.96KTurnover39.41%IV4.03%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1989Delta0.1956Gamma217.55Leverage Ratio-0.0486Theta0.0008Rho43.27Eff Leverage0.0101Vega