2.66Open3.10Pre Close11 Volume7.63K Open Interest106.00Strike Price2.93KTurnover253.55%IV0.26%PremiumJul 19, 2024Expiry Date2.38Intrinsic Value100Multiplier0DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8100Delta0.0975Gamma40.52Leverage Ratio-10.1593Theta0.0001Rho32.82Eff Leverage0.0030Vega