0.89Open0.87Pre Close32 Volume1.04K Open Interest54.00Strike Price3.15KTurnover34.57%IV0.75%PremiumAug 16, 2024Expiry Date0.76Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.6387Delta0.1926Gamma44.18Leverage Ratio-0.0895Theta-0.0035Rho-28.22Eff Leverage0.0212Vega