0.65Open1.35Pre Close40 Volume29 Open Interest35.00Strike Price2.85KTurnover22.24%IV2.08%PremiumAug 16, 2024Expiry Date0.09Intrinsic Value100Multiplier24DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.5536Delta0.1934Gamma37.94Leverage Ratio-0.0190Theta0.0127Rho21.00Eff Leverage0.0363Vega