0.02Open0.03Pre Close805 Volume905 Open Interest66.00Strike Price2.11KTurnover39.25%IV8.76%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0256Delta0.0229Gamma2428.20Leverage Ratio-0.0147Theta0.0002Rho62.26Eff Leverage0.0040Vega