3.90Open3.90Pre Close0 Volume3 Open Interest13.00Strike Price0.00Turnover80.05%IV3.50%PremiumAug 16, 2024Expiry Date3.57Intrinsic Value100Multiplier24DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.9353Delta0.0808Gamma2.62Leverage Ratio-0.0040Theta-0.0041Rho-2.45Eff Leverage0.0030Vega