2.21Open2.40Pre Close12 Volume237 Open Interest66.00Strike Price2.65KTurnover69.50%IV3.29%PremiumJul 26, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type0.5202Delta0.0787Gamma31.82Leverage Ratio-0.2460Theta0.0039Rho16.55Eff Leverage0.0290Vega