2.12Open2.26Pre Close12 Volume3 Open Interest32.00Strike Price2.77KTurnover455.68%IV0.73%PremiumJul 19, 2024Expiry Date2.03Intrinsic Value100Multiplier-2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9241Delta0.1059Gamma14.44Leverage Ratio-2.6189Theta0.0000Rho-13.35Eff Leverage0.0004Vega