0.04Open0.04Pre Close511 Volume814 Open Interest9.50Strike Price2.45KTurnover105.60%IV6.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1078Delta0.3281Gamma338.67Leverage Ratio-0.0300Theta0.0000Rho-36.52Eff Leverage0.0010Vega