0.03Open0.04Pre Close360 Volume1.03K Open Interest34.00Strike Price2.92KTurnover130.43%IV0.35%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.3304Delta1.9729Gamma852.00Leverage Ratio-5.4516Theta0.0000Rho-281.47Eff Leverage0.0005Vega