3.39Open3.29Pre Close7 Volume226 Open Interest25.00Strike Price2.36KTurnover151.91%IV0.14%PremiumAug 16, 2024Expiry Date3.27Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8867Delta0.0638Gamma8.19Leverage Ratio-0.1455Theta0.0011Rho7.27Eff Leverage0.0038Vega