0.66Open0.76Pre Close47 Volume2.34K Open Interest22.00Strike Price2.97KTurnover72.22%IV2.21%PremiumAug 2, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.4707Delta0.3060Gamma38.81Leverage Ratio-0.1187Theta-0.0007Rho-18.27Eff Leverage0.0072Vega