13.54Open11.94Pre Close3.18K Volume3.32K Open Interest212.50Strike Price3.64MTurnover59.63%IV0.81%PremiumAug 23, 2024Expiry Date8.23Intrinsic Value100Multiplier3DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type0.7689Delta0.0251Gamma21.96Leverage Ratio-0.6438Theta0.0136Rho16.89Eff Leverage0.0620Vega