6.30Open7.61Pre Close4 Volume199 Open Interest135.00Strike Price2.53KTurnover28.01%IV0.79%PremiumAug 16, 2024Expiry Date5.31Intrinsic Value100Multiplier24DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6866Delta0.0391Gamma19.07Leverage Ratio-0.0571Theta-0.0491Rho-13.10Eff Leverage0.1192Vega