2.45Open2.95Pre Close10 Volume7 Open Interest95.00Strike Price2.44KTurnover26.53%IV2.05%PremiumAug 16, 2024Expiry Date0.46Intrinsic Value100Multiplier21DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5024Delta0.0667Gamma37.44Leverage Ratio-0.0512Theta-0.0244Rho-18.81Eff Leverage0.0909Vega