0.13Open0.23Pre Close236 Volume866 Open Interest13.50Strike Price2.15KTurnover45.26%IV6.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1270Delta0.3223Gamma282.33Leverage Ratio-0.0144Theta0.0002Rho35.86Eff Leverage0.0030Vega