0.97Open1.31Pre Close22 Volume23 Open Interest52.00Strike Price2.85KTurnover28.53%IV0.51%PremiumAug 2, 2024Expiry Date0.86Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7045Delta0.1991Gamma43.15Leverage Ratio-0.0699Theta0.0048Rho30.40Eff Leverage0.0210Vega