4.40Open4.70Pre Close5 Volume33 Open Interest232.50Strike Price2.10KTurnover33.20%IV-0.34%PremiumAug 2, 2024Expiry Date5.38Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8154Delta0.0466Gamma38.49Leverage Ratio-0.3317Theta-0.0093Rho-31.39Eff Leverage0.0465Vega