0.70Open1.60Pre Close31 Volume5.35K Open Interest46.00Strike Price2.93KTurnover28.40%IV0.77%PremiumAug 23, 2024Expiry Date0.64Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6633Delta0.2618Gamma49.04Leverage Ratio-0.0581Theta-0.0032Rho-32.52Eff Leverage0.0181Vega