3.95Open3.18Pre Close38 Volume407 Open Interest36.00Strike Price14.40KTurnover72.94%IV0.08%PremiumAug 23, 2024Expiry Date3.50Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9354Delta0.0510Gamma11.02Leverage Ratio-0.0541Theta0.0025Rho10.31Eff Leverage0.0043Vega