2.55Open1.62Pre Close10 Volume32 Open Interest58.00Strike Price2.59KTurnover13.46%IV0.51%PremiumAug 16, 2024Expiry Date2.30Intrinsic Value100Multiplier23DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8950Delta0.0882Gamma27.41Leverage Ratio-0.0153Theta0.0331Rho24.53Eff Leverage0.0278Vega