0.35Open0.25Pre Close69 Volume1.67K Open Interest13.00Strike Price2.48KTurnover45.90%IV6.72%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.3335Delta0.2284Gamma36.11Leverage Ratio-0.0115Theta-0.0029Rho-12.04Eff Leverage0.0126Vega