0.20Open0.25Pre Close116 Volume133 Open Interest46.50Strike Price2.44KTurnover72.98%IV9.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.1403Delta0.0685Gamma189.69Leverage Ratio-0.0894Theta0.0006Rho26.61Eff Leverage0.0099Vega