0.15Open0.17Pre Close259 Volume5.59K Open Interest175.00Strike Price2.52KTurnover21.52%IV4.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0353Delta0.0197Gamma3047.45Leverage Ratio-0.0304Theta0.0007Rho107.71Eff Leverage0.0143Vega