11.30Open11.05Pre Close3 Volume16 Open Interest36.00Strike Price3.39KTurnover134.83%IV-0.15%PremiumAug 2, 2024Expiry Date11.37Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9839Delta0.0065Gamma3.92Leverage Ratio-0.0322Theta0.0033Rho3.86Eff Leverage0.0018Vega