2.50Open2.57Pre Close115 Volume906 Open Interest140.00Strike Price30.46KTurnover31.05%IV0.80%PremiumAug 2, 2024Expiry Date1.69Intrinsic Value100Multiplier4DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6281Delta0.0812Gamma49.48Leverage Ratio-0.2035Theta-0.0093Rho-31.08Eff Leverage0.0570Vega