0.03Open0.04Pre Close546 Volume26 Open Interest177.50Strike Price2.21KTurnover49.17%IV5.95%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0216Delta0.0103Gamma4189.25Leverage Ratio-0.0400Theta0.0001Rho90.62Eff Leverage0.0053Vega