0.03Open0.04Pre Close546 Volume26 Open Interest177.50Strike Price2.21KTurnover38.16%IV5.03%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0255Delta0.0142Gamma4226.00Leverage Ratio-0.0397Theta0.0002Rho107.78Eff Leverage0.0065Vega