2.70Open3.10Pre Close11 Volume41 Open Interest12.00Strike Price2.97KTurnover66.47%IV0.96%PremiumAug 16, 2024Expiry Date2.56Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8977Delta0.0739Gamma5.34Leverage Ratio-0.0109Theta0.0064Rho4.80Eff Leverage0.0065Vega