4.00Open3.50Pre Close6 Volume70 Open Interest68.00Strike Price2.40KTurnover51.50%IV0.35%PremiumAug 16, 2024Expiry Date3.75Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8515Delta0.0635Gamma17.72Leverage Ratio-0.1252Theta0.0056Rho15.08Eff Leverage0.0164Vega