0.40Open0.37Pre Close83 Volume813 Open Interest62.00Strike Price3.45KTurnover36.30%IV3.17%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.2452Delta0.1281Gamma134.47Leverage Ratio-0.0878Theta0.0018Rho32.98Eff Leverage0.0213Vega