1.22Open1.07Pre Close35 Volume37 Open Interest76.00Strike Price2.96KTurnover21.26%IV0.08%PremiumJul 12, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7085Delta0.2556Gamma79.47Leverage Ratio-0.1089Theta0.0036Rho56.30Eff Leverage0.0217Vega