0.20Open0.23Pre Close597 Volume1.85K Open Interest497.50Strike Price4.46KTurnover63.53%IV9.73%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0072Delta0.0012Gamma11335.25Leverage Ratio-0.0400Theta0.0001Rho82.10Eff Leverage0.0054Vega