0.07Open0.07Pre Close421 Volume2.01K Open Interest32.00Strike Price2.36KTurnover72.41%IV15.16%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0526Delta0.0462Gamma556.60Leverage Ratio-0.0232Theta0.0002Rho29.29Eff Leverage0.0035Vega