0.50Open0.61Pre Close52 Volume247 Open Interest13.00Strike Price2.77KTurnover207.02%IV13.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.2867Delta0.1105Gamma23.11Leverage Ratio-0.1401Theta-0.0005Rho-6.63Eff Leverage0.0051Vega