0.35Open0.30Pre Close44 Volume767 Open Interest32.00Strike Price1.59KTurnover16.85%IV1.10%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5019Delta0.4694Gamma91.29Leverage Ratio-0.0169Theta-0.0035Rho-45.81Eff Leverage0.0203Vega