0.40Open0.37Pre Close83 Volume813 Open Interest62.00Strike Price3.45KTurnover36.41%IV3.24%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.2601Delta0.1315Gamma142.28Leverage Ratio-0.0915Theta0.0019Rho37.01Eff Leverage0.0220Vega