2.57Open2.41Pre Close10 Volume3.09K Open Interest44.00Strike Price2.57KTurnover44.32%IV0.46%PremiumAug 16, 2024Expiry Date2.38Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.8703Delta0.1191Gamma17.02Leverage Ratio-0.0481Theta-0.0029Rho-14.81Eff Leverage0.0087Vega