0.01Open0.01Pre Close892 Volume5.86K Open Interest19.50Strike Price2.27KTurnover23.21%IV4.03%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0704Delta0.2770Gamma1250.33Leverage Ratio-0.0067Theta0.0002Rho87.97Eff Leverage0.0028Vega