0.02Open0.03Pre Close962 Volume1.44K Open Interest22.00Strike Price2.65KTurnover112.13%IV28.62%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0260Delta0.0285Gamma856.00Leverage Ratio-0.0119Theta0.0001Rho22.22Eff Leverage0.0011Vega