0.70Open0.64Pre Close34 Volume149 Open Interest38.00Strike Price2.55KTurnover25.96%IV0.81%PremiumJul 12, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6643Delta0.3182Gamma53.02Leverage Ratio-0.0491Theta0.0033Rho35.22Eff Leverage0.0161Vega