0.80Open0.87Pre Close30 Volume5.11K Open Interest30.00Strike Price2.49KTurnover40.06%IV1.65%PremiumJul 19, 2024Expiry Date0.39Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6187Delta0.2537Gamma36.84Leverage Ratio-0.0564Theta0.0027Rho22.79Eff Leverage0.0143Vega