3.59Open3.51Pre Close7 Volume288 Open Interest20.00Strike Price2.45KTurnover75.18%IV1.70%PremiumJul 19, 2024Expiry Date2.91Intrinsic Value100Multiplier14DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.8297Delta0.1002Gamma5.51Leverage Ratio-0.0200Theta-0.0054Rho-4.57Eff Leverage0.0088Vega