0.25Open0.17Pre Close87 Volume506 Open Interest39.00Strike Price1.51KTurnover30.36%IV2.20%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2823Delta0.2776Gamma182.14Leverage Ratio-0.0548Theta0.0012Rho51.41Eff Leverage0.0135Vega