3.50Open3.50Pre Close10 Volume0 Open Interest175.00Strike Price3.50KTurnover13.33%IV0.16%PremiumAug 16, 2024Expiry Date3.22Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7372Delta0.0771Gamma46.12Leverage Ratio-0.0366Theta-0.0367Rho-34.00Eff Leverage0.1140Vega