0.77Open1.05Pre Close32.50K Volume14.61K Open Interest210.00Strike Price3.40MTurnover59.43%IV5.56%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1587Delta0.0200Gamma208.74Leverage Ratio-0.4672Theta-0.0029Rho-33.13Eff Leverage0.0493Vega