0.50Open3.84Pre Close20 Volume27 Open Interest825.00Strike Price2.79KTurnover82.67%IV8.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.0459Delta0.0028Gamma1173.55Leverage Ratio-0.6500Theta0.0011Rho53.89Eff Leverage0.0407Vega