2.52Open2.73Pre Close10 Volume71 Open Interest35.50Strike Price2.67KTurnover96.62%IV1.23%PremiumAug 2, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.7226Delta0.0977Gamma11.69Leverage Ratio-0.1388Theta-0.0028Rho-8.45Eff Leverage0.0119Vega