57.48Open70.11Pre Close360 Volume112 Open Interest5535.00Strike Price2.26MTurnover24.01%IV0.10%PremiumJul 30, 2024Expiry Date101.26Intrinsic Value100Multiplier0DDays to Expiry5.24Extrinsic Value100Contract SizeEuropeanOptions Type-0.9812Delta0.0010Gamma53.69Leverage Ratio-1.5823Theta-0.0657Rho-52.69Eff Leverage0.0867Vega