0.90Open0.65Pre Close19 Volume711 Open Interest22.50Strike Price2.21KTurnover45.42%IV0.85%PremiumJul 19, 2024Expiry Date1.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7706Delta0.2058Gamma19.18Leverage Ratio-0.0352Theta0.0032Rho14.78Eff Leverage0.0098Vega