0.78Open0.84Pre Close39 Volume220 Open Interest127.00Strike Price2.70KTurnover55.57%IV7.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1613Delta0.0332Gamma219.31Leverage Ratio-0.1997Theta0.0023Rho35.37Eff Leverage0.0325Vega