4.25Open3.79Pre Close9 Volume149 Open Interest115.00Strike Price3.86KTurnover33.34%IV0.42%PremiumAug 30, 2024Expiry Date3.70Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.8434Delta0.0624Gamma29.13Leverage Ratio-0.1468Theta0.0091Rho24.57Eff Leverage0.0277Vega