0.94Open0.89Pre Close34 Volume687 Open Interest44.50Strike Price2.67KTurnover28.86%IV0.92%PremiumAug 2, 2024Expiry Date0.29Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5940Delta0.2753Gamma60.99Leverage Ratio-0.0607Theta-0.0029Rho-36.23Eff Leverage0.0190Vega