12.73Open11.68Pre Close2 Volume37 Open Interest141.00Strike Price2.55KTurnover61.56%IV1.55%PremiumAug 2, 2024Expiry Date10.72Intrinsic Value100Multiplier4DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8663Delta0.0247Gamma11.71Leverage Ratio-0.1928Theta-0.0121Rho-10.14Eff Leverage0.0312Vega