2.65Open2.20Pre Close10 Volume6.41K Open Interest67.50Strike Price2.84KTurnover24.72%IV0.60%PremiumJul 19, 2024Expiry Date2.48Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9005Delta0.0862Gamma26.66Leverage Ratio-0.0429Theta0.0083Rho24.01Eff Leverage0.0143Vega