2.60Open2.60Pre Close10 Volume0 Open Interest45.00Strike Price2.55KTurnover32.81%IV1.85%PremiumAug 16, 2024Expiry Date1.70Intrinsic Value100Multiplier24DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.6507Delta0.1040Gamma18.04Leverage Ratio-0.0246Theta-0.0160Rho-11.74Eff Leverage0.0411Vega