0.29Open0.37Pre Close117 Volume600 Open Interest55.00Strike Price3.52KTurnover22.63%IV1.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3165Delta0.3611Gamma272.50Leverage Ratio-0.0845Theta0.0011Rho86.26Eff Leverage0.0155Vega