0.90Open4.10Pre Close2.84K Volume3.83K Open Interest442.50Strike Price71.05KTurnover36.52%IV5.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0055Gamma2988.21Leverage Ratio-0.1212Theta0.0008Rho88.91Eff Leverage0.0227Vega