2.53Open1.52Pre Close17 Volume586 Open Interest17.00Strike Price4.35KTurnover661.80%IV0.31%PremiumJul 12, 2024Expiry Date2.53Intrinsic Value100Multiplier-2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9803Delta0.0358Gamma7.69Leverage Ratio-0.7560Theta0.0000Rho7.54Eff Leverage0.0001Vega