0.30Open0.06Pre Close57 Volume115 Open Interest34.00Strike Price2.24KTurnover42.77%IV0.90%PremiumJul 26, 2024Expiry Date0.29Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6347Delta0.4180Gamma65.31Leverage Ratio-0.1576Theta0.0008Rho41.46Eff Leverage0.0079Vega