0.11Open0.10Pre Close229 Volume2.82K Open Interest7.50Strike Price3.37KTurnover81.88%IV24.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1969Delta0.2212Gamma49.28Leverage Ratio-0.0079Theta0.0007Rho9.70Eff Leverage0.0042Vega