0.40Open0.45Pre Close110 Volume792 Open Interest7.00Strike Price3.70KTurnover97.64%IV21.60%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1701Delta0.1156Gamma38.27Leverage Ratio-0.0110Theta-0.0011Rho-6.51Eff Leverage0.0057Vega