2.40Open2.65Pre Close106 Volume257 Open Interest138.00Strike Price25.60KTurnover33.20%IV1.29%PremiumAug 2, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type0.5388Delta0.0798Gamma63.30Leverage Ratio-0.2562Theta0.0085Rho34.11Eff Leverage0.0595Vega