7.72Open8.90Pre Close3 Volume4 Open Interest55.00Strike Price2.32KTurnover81.73%IV1.09%PremiumSep 20, 2024Expiry Date7.20Intrinsic Value100Multiplier3DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.9570Delta0.0255Gamma6.59Leverage Ratio-0.0360Theta-0.0033Rho-6.31Eff Leverage0.0043Vega