0.54Open0.71Pre Close39 Volume80 Open Interest43.50Strike Price2.10KTurnover30.98%IV1.24%PremiumJul 12, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5038Delta0.2793Gamma73.63Leverage Ratio-0.0709Theta-0.0023Rho-37.10Eff Leverage0.0184Vega