0.02Open0.33Pre Close714 Volume3.32K Open Interest225.00Strike Price2.64KTurnover73.89%IV5.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0077Delta0.0036Gamma15946.00Leverage Ratio-0.1359Theta0.0000Rho-122.93Eff Leverage0.0017Vega