6.50Open5.03Pre Close2.91K Volume1.90K Open Interest260.00Strike Price2.17MTurnover52.64%IV2.14%PremiumAug 2, 2024Expiry Date1.21Intrinsic Value100Multiplier4DDays to Expiry5.59Extrinsic Value100Contract SizeAmericanOptions Type0.5548Delta0.0260Gamma38.55Leverage Ratio-0.7374Theta0.0168Rho21.39Eff Leverage0.1141Vega