0.95Open0.93Pre Close38 Volume605 Open Interest15.00Strike Price3.47KTurnover43.49%IV2.28%PremiumAug 16, 2024Expiry Date0.51Intrinsic Value100Multiplier24DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5885Delta0.2391Gamma15.66Leverage Ratio-0.0118Theta-0.0054Rho-9.22Eff Leverage0.0147Vega