2.68Open2.78Pre Close381 Volume2.04K Open Interest34.00Strike Price102.30KTurnover1080.31%IV0.35%PremiumJul 26, 2024Expiry Date2.65Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8378Delta0.0989Gamma10.98Leverage Ratio-15.5036Theta0.0000Rho-9.20Eff Leverage0.0006Vega