11.54Open5.90Pre Close3 Volume8 Open Interest25.00Strike Price3.53KTurnover114.59%IV0.73%PremiumAug 16, 2024Expiry Date11.94Intrinsic Value100Multiplier24DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9311Delta0.0122Gamma2.98Leverage Ratio-0.0328Theta0.0146Rho2.77Eff Leverage0.0126Vega