9.00Open3.80Pre Close3 Volume69 Open Interest110.00Strike Price2.67KTurnover53.41%IV3.06%PremiumAug 16, 2024Expiry Date5.71Intrinsic Value100Multiplier23DDays to Expiry3.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6182Delta0.0273Gamma11.92Leverage Ratio-0.1069Theta-0.0395Rho-7.37Eff Leverage0.1008Vega