2.55Open2.55Pre Close0 Volume1.65K Open Interest14.00Strike Price0.00Turnover338.40%IV1.12%PremiumJul 19, 2024Expiry Date2.42Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6362Delta0.0904Gamma3.54Leverage Ratio-0.1982Theta-0.0011Rho-2.25Eff Leverage0.0046Vega