0.38Open0.40Pre Close59 Volume125 Open Interest467.50Strike Price2.46KTurnover31.06%IV5.20%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.0534Delta0.0066Gamma1313.92Leverage Ratio-0.1877Theta-0.0028Rho-70.19Eff Leverage0.0574Vega