0.54Open1.09Pre Close53 Volume286 Open Interest11.00Strike Price2.67KTurnover61.65%IV1.38%PremiumAug 2, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6823Delta0.6230Gamma29.96Leverage Ratio-0.0461Theta0.0005Rho20.44Eff Leverage0.0033Vega