2.72Open4.60Pre Close16.74K Volume3.25K Open Interest217.50Strike Price2.61MTurnover61.94%IV6.77%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1419Delta0.0154Gamma212.94Leverage Ratio-0.4255Theta-0.0033Rho-30.21Eff Leverage0.0530Vega