0.15Open0.17Pre Close259 Volume5.59K Open Interest175.00Strike Price2.52KTurnover21.74%IV4.41%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0350Delta0.0194Gamma3048.09Leverage Ratio-0.0305Theta0.0007Rho106.83Eff Leverage0.0142Vega