2.40Open2.65Pre Close106 Volume257 Open Interest138.00Strike Price25.60KTurnover32.92%IV1.29%PremiumAug 2, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type0.5389Delta0.0799Gamma63.30Leverage Ratio-0.2518Theta0.0086Rho34.11Eff Leverage0.0600Vega