3.70Open6.90Pre Close7 Volume15 Open Interest1042.50Strike Price2.64KTurnover32.62%IV3.86%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1643Delta0.0064Gamma337.78Leverage Ratio-1.0572Theta-0.0206Rho-55.50Eff Leverage0.2956Vega