3.50Open3.50Pre Close10 Volume0 Open Interest175.00Strike Price3.50KTurnover13.27%IV0.16%PremiumAug 16, 2024Expiry Date3.22Intrinsic Value100Multiplier16DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7359Delta0.0774Gamma46.12Leverage Ratio-0.0358Theta-0.0370Rho-33.93Eff Leverage0.1154Vega