0.40Open2.52Pre Close62 Volume169 Open Interest113.00Strike Price2.40KTurnover412.38%IV5.28%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0217Gamma2384.80Leverage Ratio-6.7602Theta0.0000Rho-83.53Eff Leverage0.0007Vega