0.24Open0.40Pre Close25 Volume24 Open Interest75.50Strike Price2.71KTurnover57.89%IV1.28%PremiumAug 2, 2024Expiry Date0.49Intrinsic Value100Multiplier1DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5655Delta0.1509Gamma57.70Leverage Ratio-0.5070Theta-0.0015Rho-32.63Eff Leverage0.0177Vega