0.30Open0.22Pre Close80 Volume1.26K Open Interest2.50Strike Price2.59KTurnover68.81%IV2.54%PremiumJul 19, 2024Expiry Date0.26Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8888Delta0.8109Gamma10.04Leverage Ratio-0.0042Theta0.0003Rho8.92Eff Leverage0.0006Vega