0.25Open0.45Pre Close129 Volume172 Open Interest11.50Strike Price2.79KTurnover75.57%IV3.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.3735Delta0.5399Gamma74.90Leverage Ratio-0.0597Theta0.0003Rho27.98Eff Leverage0.0035Vega