2.95Open4.25Pre Close7 Volume44 Open Interest103.00Strike Price2.54KTurnover33.26%IV0.89%PremiumJul 19, 2024Expiry Date2.91Intrinsic Value100Multiplier4DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7763Delta0.0835Gamma30.15Leverage Ratio-0.1171Theta-0.0079Rho-23.40Eff Leverage0.0327Vega