2.98Open2.61Pre Close13 Volume13 Open Interest53.00Strike Price3.72KTurnover33.73%IV0.46%PremiumAug 2, 2024Expiry Date2.47Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9050Delta0.0998Gamma19.97Leverage Ratio-0.0295Theta-0.0037Rho-18.07Eff Leverage0.0091Vega