0.50Open0.55Pre Close87 Volume744 Open Interest22.00Strike Price2.46KTurnover31.68%IV1.64%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4546Delta0.5352Gamma87.56Leverage Ratio-0.0390Theta0.0011Rho39.80Eff Leverage0.0093Vega