0.77Open0.39Pre Close40 Volume149 Open Interest33.00Strike Price2.55KTurnover20.49%IV0.54%PremiumJul 5, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7335Delta0.4225Gamma55.75Leverage Ratio-0.0317Theta0.0031Rho40.89Eff Leverage0.0125Vega