0.04Open0.06Pre Close54 Volume657 Open Interest1.00Strike Price281.00Turnover368.48%IV1.66%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6527Delta4.8892Gamma19.34Leverage Ratio-0.0868Theta0.0000Rho-12.62Eff Leverage0.0001Vega