0.53Open0.55Pre Close30 Volume4.23K Open Interest11.50Strike Price1.67KTurnover46.07%IV0.57%PremiumJul 12, 2024Expiry Date0.54Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8017Delta0.4989Gamma18.27Leverage Ratio-0.0163Theta-0.0010Rho-14.65Eff Leverage0.0034Vega