4.80Open5.10Pre Close9 Volume37 Open Interest225.00Strike Price3.43KTurnover32.47%IV0.65%PremiumAug 2, 2024Expiry Date2.12Intrinsic Value100Multiplier2DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.6507Delta0.0628Gamma63.09Leverage Ratio-0.5431Theta0.0092Rho41.05Eff Leverage0.0672Vega