0.38Open0.68Pre Close44 Volume982 Open Interest97.50Strike Price2.15KTurnover15.11%IV3.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2413Delta0.0829Gamma179.83Leverage Ratio-0.0263Theta0.0155Rho43.38Eff Leverage0.0776Vega