2.52Open2.73Pre Close10 Volume71 Open Interest35.50Strike Price2.67KTurnover94.80%IV1.23%PremiumAug 2, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.7224Delta0.0977Gamma11.69Leverage Ratio-0.1333Theta-0.0029Rho-8.45Eff Leverage0.0122Vega