0.26Open0.32Pre Close152 Volume1.02K Open Interest14.50Strike Price2.85KTurnover18.14%IV0.75%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6265Delta1.5529Gamma104.07Leverage Ratio-0.0175Theta0.0008Rho65.20Eff Leverage0.0051Vega