0.05Open0.08Pre Close290 Volume612 Open Interest15.00Strike Price2.46KTurnover69.25%IV5.59%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2212Delta0.3495Gamma136.19Leverage Ratio-0.0486Theta0.0002Rho30.13Eff Leverage0.0036Vega