0.36Open0.06Pre Close455 Volume812 Open Interest34.00Strike Price2.26KTurnover44.17%IV7.29%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0440Delta0.0568Gamma1221.33Leverage Ratio-0.0174Theta-0.0002Rho-53.70Eff Leverage0.0034Vega