0.15Open0.13Pre Close149 Volume46.62K Open Interest43.00Strike Price2.67KTurnover21.49%IV2.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2971Delta0.2611Gamma172.33Leverage Ratio-0.0318Theta0.0026Rho51.20Eff Leverage0.0213Vega