2.50Open1.97Pre Close21 Volume11 Open Interest58.00Strike Price5.26KTurnover77.06%IV1.61%PremiumAug 2, 2024Expiry Date1.59Intrinsic Value100Multiplier2DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6395Delta0.0950Gamma22.56Leverage Ratio-0.2603Theta-0.0029Rho-14.43Eff Leverage0.0192Vega