0.68Open0.63Pre Close21 Volume2.45K Open Interest43.00Strike Price1.51KTurnover22.21%IV0.41%PremiumJul 12, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7298Delta0.2985Gamma51.63Leverage Ratio-0.0443Theta0.0041Rho37.68Eff Leverage0.0165Vega