2.59Open2.30Pre Close11 Volume324 Open Interest80.00Strike Price2.77KTurnover18.72%IV1.61%PremiumAug 16, 2024Expiry Date0.95Intrinsic Value100Multiplier23DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.6337Delta0.0970Gamma36.38Leverage Ratio-0.0378Theta0.0322Rho23.06Eff Leverage0.0780Vega