9.31Open11.80Pre Close3 Volume88 Open Interest125.00Strike Price2.81KTurnover34.17%IV1.79%PremiumAug 16, 2024Expiry Date7.14Intrinsic Value100Multiplier25DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.7574Delta0.0261Gamma14.06Leverage Ratio-0.0863Theta0.0640Rho10.65Eff Leverage0.1097Vega