0.15Open0.20Pre Close145 Volume117 Open Interest230.00Strike Price3.47KTurnover34.68%IV14.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0386Delta0.0056Gamma891.82Leverage Ratio-0.0369Theta0.0035Rho34.42Eff Leverage0.0360Vega