2.57Open2.41Pre Close10 Volume3.09K Open Interest44.00Strike Price2.57KTurnover44.37%IV0.43%PremiumAug 16, 2024Expiry Date2.39Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8704Delta0.1188Gamma16.88Leverage Ratio-0.0481Theta-0.0029Rho-14.69Eff Leverage0.0087Vega