2.55Open3.21Pre Close30 Volume3 Open Interest5.50Strike Price7.65KTurnover267.80%IV3.88%PremiumJul 19, 2024Expiry Date2.25Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9025Delta0.0741Gamma3.26Leverage Ratio-0.0434Theta0.0006Rho2.94Eff Leverage0.0015Vega