0.57Open0.33Pre Close51 Volume122 Open Interest17.50Strike Price2.47KTurnover69.67%IV3.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4554Delta0.2904Gamma38.40Leverage Ratio-0.0621Theta0.0010Rho17.49Eff Leverage0.0078Vega