12.65Open16.13Pre Close2 Volume376 Open Interest330.00Strike Price2.68KTurnover30.65%IV0.91%PremiumJul 19, 2024Expiry Date11.00Intrinsic Value100Multiplier4DDays to Expiry3.11Extrinsic Value100Contract SizeAmericanOptions Type0.8482Delta0.0209Gamma28.18Leverage Ratio-0.3514Theta0.0321Rho23.90Eff Leverage0.0862Vega