6.64Open5.20Pre Close4 Volume24 Open Interest99.00Strike Price2.66KTurnover55.52%IV0.74%PremiumAug 2, 2024Expiry Date5.95Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.8219Delta0.0462Gamma15.25Leverage Ratio-0.1575Theta-0.0083Rho-12.54Eff Leverage0.0268Vega