0.90Open1.05Pre Close30 Volume30 Open Interest10.00Strike Price2.70KTurnover61.60%IV4.01%PremiumAug 16, 2024Expiry Date0.52Intrinsic Value100Multiplier25DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5921Delta0.2559Gamma10.53Leverage Ratio-0.0111Theta-0.0038Rho-6.24Eff Leverage0.0096Vega