0.60Open0.54Pre Close40 Volume4.64K Open Interest55.00Strike Price2.40KTurnover51.02%IV15.28%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1043Delta0.0212Gamma142.69Leverage Ratio-0.0302Theta-0.0044Rho-14.89Eff Leverage0.0302Vega