1.25Open1.25Pre Close26 Volume559 Open Interest11.00Strike Price3.21KTurnover49.09%IV2.60%PremiumAug 16, 2024Expiry Date0.94Intrinsic Value100Multiplier24DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.7678Delta0.1995Gamma9.95Leverage Ratio-0.0106Theta0.0054Rho7.64Eff Leverage0.0095Vega