2.85Open2.50Pre Close9 Volume122 Open Interest79.00Strike Price2.70KTurnover18.53%IV0.23%PremiumJul 19, 2024Expiry Date3.11Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8637Delta0.0704Gamma23.46Leverage Ratio-0.0320Theta0.0281Rho20.26Eff Leverage0.0366Vega