3.07Open6.60Pre Close10 Volume12 Open Interest87.50Strike Price2.55KTurnover23.14%IV2.26%PremiumAug 16, 2024Expiry Date0.31Intrinsic Value100Multiplier24DDays to Expiry1.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4937Delta0.0780Gamma41.52Leverage Ratio-0.0377Theta-0.0247Rho-20.50Eff Leverage0.0894Vega