0.75Open2.55Pre Close37 Volume258 Open Interest85.00Strike Price2.68KTurnover79.14%IV0.05%PremiumAug 16, 2024Expiry Date0.40Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8044Delta0.5957Gamma188.00Leverage Ratio-3.6707Theta0.0000Rho-151.22Eff Leverage0.0016Vega