11.30Open11.05Pre Close3 Volume16 Open Interest36.00Strike Price3.39KTurnover136.78%IV-0.11%PremiumAug 2, 2024Expiry Date11.35Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9822Delta0.0070Gamma4.01Leverage Ratio-0.0354Theta0.0033Rho3.94Eff Leverage0.0020Vega