0.28Open0.49Pre Close104 Volume507 Open Interest30.00Strike Price2.85KTurnover37.33%IV2.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4028Delta0.3064Gamma83.49Leverage Ratio-0.0558Theta0.0015Rho33.63Eff Leverage0.0131Vega