0.11Open0.15Pre Close437 Volume3.42K Open Interest490.00Strike Price2.37KTurnover62.62%IV8.81%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0061Delta0.0009Gamma13433.25Leverage Ratio-0.0400Theta-0.0001Rho-82.48Eff Leverage0.0055Vega