0.15Open0.15Pre Close171 Volume4.77K Open Interest4.00Strike Price3.20KTurnover127.50%IV3.80%PremiumAug 2, 2024Expiry Date0.05Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4734Delta0.7897Gamma17.56Leverage Ratio-0.0302Theta-0.0002Rho-8.31Eff Leverage0.0016Vega