0.03Open0.04Pre Close948 Volume4.59K Open Interest12.00Strike Price2.45KTurnover42.43%IV6.46%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1027Delta0.3432Gamma452.00Leverage Ratio-0.0104Theta0.0001Rho46.42Eff Leverage0.0022Vega