0.50Open0.63Pre Close52 Volume750 Open Interest8.00Strike Price2.44KTurnover77.68%IV2.09%PremiumAug 2, 2024Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6156Delta0.5409Gamma20.81Leverage Ratio-0.0323Theta0.0006Rho12.81Eff Leverage0.0035Vega