2.75Open3.63Pre Close13 Volume22 Open Interest70.00Strike Price3.87KTurnover41.22%IV6.72%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4252Delta0.0509Gamma27.50Leverage Ratio-0.0554Theta-0.0201Rho-11.69Eff Leverage0.0736Vega