2.65Open2.56Pre Close5 Volume155 Open Interest39.00Strike Price1.33KTurnover40.36%IV0.55%PremiumJul 26, 2024Expiry Date2.45Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.9300Delta0.0914Gamma14.25Leverage Ratio-0.0188Theta-0.0028Rho-13.25Eff Leverage0.0054Vega