0.40Open0.20Pre Close80 Volume838 Open Interest12.00Strike Price3.37KTurnover45.38%IV3.65%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4602Delta0.3922Gamma32.11Leverage Ratio-0.0156Theta-0.0018Rho-14.78Eff Leverage0.0089Vega