0.78Open0.68Pre Close62 Volume331 Open Interest25.00Strike Price3.64KTurnover29.39%IV0.95%PremiumSep 20, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6997Delta0.5741Gamma59.53Leverage Ratio-0.0498Theta0.0011Rho41.65Eff Leverage0.0072Vega