0.05Open0.05Pre Close422 Volume596 Open Interest11.50Strike Price2.11KTurnover221.78%IV43.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0588Delta0.0683Gamma201.63Leverage Ratio-0.0252Theta0.0000Rho11.86Eff Leverage0.0009Vega