3.06Open4.30Pre Close11 Volume87 Open Interest69.00Strike Price2.77KTurnover37.79%IV0.03%PremiumAug 2, 2024Expiry Date3.38Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8847Delta0.0754Gamma18.75Leverage Ratio-0.0512Theta-0.0053Rho-16.59Eff Leverage0.0139Vega