0.26Open0.32Pre Close152 Volume1.02K Open Interest14.50Strike Price2.85KTurnover18.28%IV0.75%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6263Delta1.5522Gamma104.07Leverage Ratio-0.0177Theta0.0008Rho65.18Eff Leverage0.0051Vega