3.50Open3.50Pre Close10 Volume0 Open Interest175.00Strike Price3.50KTurnover13.32%IV0.16%PremiumAug 16, 2024Expiry Date3.22Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7371Delta0.0772Gamma46.12Leverage Ratio-0.0365Theta-0.0368Rho-33.99Eff Leverage0.1142Vega