0.20Open0.20Pre Close236 Volume1.20K Open Interest33.00Strike Price2.47KTurnover171.45%IV29.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0288Gamma283.33Leverage Ratio-0.0621Theta0.0001Rho16.03Eff Leverage0.0026Vega