10.62Open11.77Pre Close3 Volume107 Open Interest140.00Strike Price3.34KTurnover66.72%IV0.46%PremiumAug 2, 2024Expiry Date10.43Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.8519Delta0.0253Gamma11.73Leverage Ratio-0.2358Theta-0.0114Rho-9.99Eff Leverage0.0320Vega