11.30Open12.35Pre Close2 Volume1.02K Open Interest175.00Strike Price2.66KTurnover46.69%IV0.23%PremiumAug 16, 2024Expiry Date14.87Intrinsic Value100Multiplier5DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.9240Delta0.0128Gamma12.33Leverage Ratio-0.1542Theta0.0253Rho11.39Eff Leverage0.0341Vega