0.45Open0.33Pre Close105 Volume111 Open Interest14.00Strike Price2.01KTurnover92.84%IV8.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2327Delta0.2651Gamma87.13Leverage Ratio-0.0553Theta0.0003Rho20.28Eff Leverage0.0038Vega