0.31Open0.35Pre Close85 Volume340 Open Interest135.00Strike Price2.64KTurnover36.15%IV11.21%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.0546Delta0.0096Gamma551.64Leverage Ratio-0.0376Theta-0.0034Rho-30.12Eff Leverage0.0352Vega