0.04Open0.04Pre Close786 Volume1.63K Open Interest32.00Strike Price2.37KTurnover36.85%IV6.91%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0646Delta0.0999Gamma856.29Leverage Ratio-0.0155Theta0.0002Rho55.29Eff Leverage0.0043Vega