0.20Open0.30Pre Close39 Volume184 Open Interest245.00Strike Price2.55KTurnover17.84%IV1.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.3227Delta0.0766Gamma248.86Leverage Ratio-0.2168Theta0.0090Rho80.30Eff Leverage0.0942Vega