1.35Open1.55Pre Close25 Volume95 Open Interest39.00Strike Price3.27KTurnover35.59%IV0.68%PremiumAug 16, 2024Expiry Date1.04Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6996Delta0.1924Gamma28.12Leverage Ratio-0.0454Theta-0.0043Rho-19.67Eff Leverage0.0179Vega