0.40Open0.10Pre Close240 Volume594 Open Interest34.50Strike Price2.42KTurnover43.49%IV6.00%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0805Delta0.0927Gamma610.67Leverage Ratio-0.0295Theta-0.0003Rho-49.18Eff Leverage0.0055Vega