0.50Open0.53Pre Close40 Volume815 Open Interest9.50Strike Price2.46KTurnover146.48%IV1.83%PremiumJul 19, 2024Expiry Date0.77Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8206Delta0.3423Gamma10.39Leverage Ratio-0.0668Theta-0.0003Rho-8.53Eff Leverage0.0014Vega