12.73Open11.68Pre Close3 Volume37 Open Interest141.00Strike Price3.67KTurnover59.23%IV0.10%PremiumAug 2, 2024Expiry Date11.07Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8949Delta0.0222Gamma11.08Leverage Ratio-0.1504Theta-0.0117Rho-9.92Eff Leverage0.0259Vega