0.05Open0.04Pre Close700 Volume1.46K Open Interest28.00Strike Price3.50KTurnover132.44%IV25.62%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0445Delta0.0328Gamma446.60Leverage Ratio-0.0324Theta0.0001Rho19.88Eff Leverage0.0020Vega