0.59Open0.69Pre Close84 Volume7 Open Interest21.00Strike Price2.95KTurnover21.81%IV0.59%PremiumAug 2, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.8968Gamma77.07Leverage Ratio-0.0306Theta0.0010Rho54.31Eff Leverage0.0061Vega