0.25Open0.29Pre Close147 Volume941 Open Interest46.50Strike Price2.46KTurnover27.05%IV3.20%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1634Delta0.1664Gamma368.31Leverage Ratio-0.0373Theta-0.0010Rho-60.17Eff Leverage0.0135Vega