0.38Open0.22Pre Close119 Volume37 Open Interest79.00Strike Price2.61KTurnover85.97%IV14.04%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0462Delta0.0116Gamma555.58Leverage Ratio-0.0866Theta-0.0005Rho-25.67Eff Leverage0.0094Vega