2.54Open0.68Pre Close13 Volume18 Open Interest550.00Strike Price2.66KTurnover28.90%IV2.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type-0.1282Delta0.0155Gamma663.69Leverage Ratio-0.5286Theta-0.0047Rho-85.08Eff Leverage0.0980Vega