0.80Open1.94Pre Close63 Volume42 Open Interest382.50Strike Price2.66KTurnover13.38%IV0.10%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2994Delta0.6589Gamma3822.20Leverage Ratio-2.4213Theta0.0001Rho1144.28Eff Leverage0.0137Vega