2.45Open2.00Pre Close15 Volume20 Open Interest45.00Strike Price3.68KTurnover32.11%IV0.51%PremiumAug 16, 2024Expiry Date2.23Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7115Delta0.1041Gamma15.84Leverage Ratio-0.0223Theta-0.0155Rho-11.27Eff Leverage0.0361Vega