0.52Open0.94Pre Close44 Volume9 Open Interest72.50Strike Price2.27KTurnover20.47%IV0.99%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.3925Delta0.3264Gamma220.58Leverage Ratio-0.1083Theta-0.0017Rho-86.58Eff Leverage0.0221Vega