16.00Open9.41Pre Close2 Volume1.15K Open Interest320.00Strike Price3.70KTurnover40.16%IV0.20%PremiumAug 16, 2024Expiry Date20.40Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7200Delta0.0115Gamma12.18Leverage Ratio-0.1935Theta-0.1177Rho-8.77Eff Leverage0.2532Vega