2.64Open4.00Pre Close10 Volume77 Open Interest60.00Strike Price2.64KTurnover150.73%IV0.36%PremiumJul 26, 2024Expiry Date2.43Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6744Delta0.0750Gamma16.93Leverage Ratio-0.9263Theta-0.0012Rho-11.42Eff Leverage0.0115Vega