3.64Open5.40Pre Close7 Volume11 Open Interest140.00Strike Price2.39KTurnover35.12%IV0.04%PremiumJul 19, 2024Expiry Date3.04Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6859Delta0.0618Gamma33.40Leverage Ratio-0.1885Theta-0.0122Rho-22.91Eff Leverage0.0585Vega