6.64Open5.20Pre Close4 Volume24 Open Interest99.00Strike Price2.66KTurnover64.60%IV1.17%PremiumAug 2, 2024Expiry Date5.55Intrinsic Value100Multiplier4DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7701Delta0.0454Gamma16.11Leverage Ratio-0.2203Theta-0.0084Rho-12.41Eff Leverage0.0316Vega