2.65Open2.65Pre Close0 Volume12 Open Interest45.00Strike Price0.00Turnover721.06%IV0.40%PremiumJul 26, 2024Expiry Date2.48Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.8509Delta0.1028Gamma16.05Leverage Ratio-13.1696Theta0.0000Rho-13.65Eff Leverage0.0007Vega