0.13Open0.14Pre Close222 Volume1.69K Open Interest35.50Strike Price2.36KTurnover52.75%IV0.14%PremiumJul 19, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6663Delta1.3214Gamma196.56Leverage Ratio-0.6404Theta0.0000Rho-130.97Eff Leverage0.0019Vega