6.50Open5.03Pre Close3.64K Volume1.90K Open Interest260.00Strike Price2.60MTurnover54.00%IV2.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.60Extrinsic Value100Contract SizeAmericanOptions Type0.4849Delta0.0261Gamma46.22Leverage Ratio-0.7613Theta0.0143Rho22.41Eff Leverage0.1127Vega