2.20Open3.30Pre Close44 Volume631 Open Interest145.00Strike Price14.86KTurnover35.13%IV0.70%PremiumJul 19, 2024Expiry Date2.22Intrinsic Value100Multiplier4DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.6702Delta0.0657Gamma41.76Leverage Ratio-0.2681Theta0.0108Rho27.99Eff Leverage0.0568Vega