2.55Open1.62Pre Close10 Volume32 Open Interest58.00Strike Price2.59KTurnover13.78%IV0.51%PremiumAug 16, 2024Expiry Date2.30Intrinsic Value100Multiplier23DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8889Delta0.0898Gamma26.80Leverage Ratio-0.0158Theta0.0329Rho23.82Eff Leverage0.0289Vega