3.51Open4.30Pre Close11 Volume219 Open Interest120.00Strike Price3.87KTurnover64.18%IV12.03%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.28Extrinsic Value100Contract SizeAmericanOptions Type-0.2389Delta0.0142Gamma39.61Leverage Ratio-0.1369Theta-0.0211Rho-9.46Eff Leverage0.1059Vega