0.15Open0.13Pre Close175 Volume73 Open Interest109.50Strike Price2.60KTurnover8.58%IV0.74%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2707Delta0.3414Gamma680.25Leverage Ratio-0.0461Theta0.0032Rho184.13Eff Leverage0.0373Vega