0.53Open0.54Pre Close73 Volume166 Open Interest29.50Strike Price2.84KTurnover31.41%IV1.91%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.4906Delta0.3928Gamma87.55Leverage Ratio-0.0510Theta0.0017Rho42.95Eff Leverage0.0129Vega