2.75Open5.15Pre Close10 Volume3 Open Interest24.00Strike Price2.90KTurnover170.29%IV0.90%PremiumAug 2, 2024Expiry Date2.81Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7601Delta0.0642Gamma7.50Leverage Ratio-0.1932Theta0.0019Rho5.70Eff Leverage0.0088Vega