4.00Open3.50Pre Close6 Volume70 Open Interest68.00Strike Price2.40KTurnover45.56%IV0.19%PremiumAug 16, 2024Expiry Date3.87Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8671Delta0.0676Gamma17.53Leverage Ratio-0.1038Theta0.0056Rho15.20Eff Leverage0.0150Vega