2.62Open1.90Pre Close10 Volume141 Open Interest50.00Strike Price2.62KTurnover33.10%IV1.29%PremiumAug 16, 2024Expiry Date2.00Intrinsic Value100Multiplier23DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.6638Delta0.0937Gamma17.61Leverage Ratio-0.0277Theta-0.0173Rho-11.69Eff Leverage0.0440Vega