3.30Open3.75Pre Close11 Volume140 Open Interest87.50Strike Price3.63KTurnover36.74%IV4.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4567Delta0.0473Gamma28.31Leverage Ratio-0.0621Theta-0.0255Rho-12.93Eff Leverage0.0911Vega