2.40Open2.99Pre Close6 Volume53 Open Interest202.50Strike Price1.38KTurnover22.57%IV0.44%PremiumJul 12, 2024Expiry Date0.85Intrinsic Value100Multiplier4DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.5827Delta0.0787Gamma81.34Leverage Ratio-0.2584Theta0.0136Rho47.40Eff Leverage0.0858Vega