13.54Open11.94Pre Close3.18K Volume3.32K Open Interest212.50Strike Price3.64MTurnover60.00%IV0.80%PremiumAug 23, 2024Expiry Date8.39Intrinsic Value100Multiplier3DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type0.7774Delta0.0244Gamma21.82Leverage Ratio-0.6334Theta0.0137Rho16.96Eff Leverage0.0607Vega