5.97Open5.20Pre Close4 Volume162 Open Interest108.00Strike Price2.60KTurnover65.36%IV0.24%PremiumAug 16, 2024Expiry Date6.37Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.8348Delta0.0355Gamma16.22Leverage Ratio-0.2843Theta0.0078Rho13.54Eff Leverage0.0266Vega