2.09Open3.40Pre Close20 Volume85 Open Interest105.00Strike Price3.60KTurnover33.73%IV0.04%PremiumAug 2, 2024Expiry Date1.79Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7351Delta0.1208Gamma47.02Leverage Ratio-0.2022Theta-0.0042Rho-34.56Eff Leverage0.0265Vega