0.03Open0.04Pre Close2.70K Volume2.73K Open Interest207.50Strike Price2.71KTurnover67.40%IV15.24%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0011Gamma18007.00Leverage Ratio-0.0098Theta0.0000Rho63.69Eff Leverage0.0015Vega