2.55Open3.10Pre Close7 Volume435 Open Interest145.00Strike Price2.20KTurnover26.74%IV0.58%PremiumJul 19, 2024Expiry Date2.64Intrinsic Value100Multiplier2DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.7820Delta0.0829Gamma46.87Leverage Ratio-0.1997Theta0.0091Rho36.65Eff Leverage0.0391Vega