0.46Open0.55Pre Close76 Volume33 Open Interest11.00Strike Price3.32KTurnover30.27%IV0.57%PremiumAug 30, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8796Delta0.6539Gamma26.20Leverage Ratio-0.0073Theta-0.0007Rho-23.04Eff Leverage0.0021Vega