0.30Open0.40Pre Close202 Volume141 Open Interest6.00Strike Price1.66KTurnover45.72%IV0.84%PremiumAug 2, 2024Expiry Date0.07Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6163Delta1.7705Gamma47.44Leverage Ratio-0.0194Theta-0.0002Rho-29.24Eff Leverage0.0018Vega