0.45Open0.52Pre Close67 Volume3.55K Open Interest100.00Strike Price2.45KTurnover16.66%IV2.54%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1543Delta0.0862Gamma409.40Leverage Ratio-0.0325Theta-0.0037Rho-63.19Eff Leverage0.0393Vega