0.35Open0.43Pre Close537 Volume663 Open Interest12.00Strike Price13.60KTurnover49.18%IV1.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.4495Delta0.8736Gamma79.53Leverage Ratio-0.0480Theta0.0003Rho35.75Eff Leverage0.0036Vega