0.25Open0.18Pre Close91 Volume39 Open Interest10.00Strike Price2.68KTurnover35.84%IV2.61%PremiumAug 16, 2024Expiry Date0.04Intrinsic Value100Multiplier17DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.4935Delta0.5070Gamma30.65Leverage Ratio-0.0082Theta-0.0022Rho-15.12Eff Leverage0.0088Vega