2.55Open3.10Pre Close7 Volume435 Open Interest145.00Strike Price2.20KTurnover26.33%IV0.58%PremiumJul 19, 2024Expiry Date2.64Intrinsic Value100Multiplier2DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.7824Delta0.0829Gamma46.87Leverage Ratio-0.1939Theta0.0094Rho36.67Eff Leverage0.0397Vega