0.28Open0.27Pre Close74 Volume6.87K Open Interest10.50Strike Price2.15KTurnover30.79%IV0.73%PremiumAug 16, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6862Delta1.0074Gamma36.05Leverage Ratio-0.0135Theta-0.0008Rho-24.74Eff Leverage0.0041Vega