0.03Open0.10Pre Close387 Volume2.74K Open Interest71.00Strike Price2.17KTurnover48.82%IV11.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0166Gamma2125.33Leverage Ratio-0.0181Theta0.0002Rho50.84Eff Leverage0.0039Vega