0.94Open0.89Pre Close34 Volume687 Open Interest44.50Strike Price2.67KTurnover28.70%IV0.84%PremiumAug 2, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5960Delta0.2765Gamma59.70Leverage Ratio-0.0603Theta-0.0029Rho-35.58Eff Leverage0.0190Vega