0.03Open0.04Pre Close834 Volume4.59K Open Interest12.00Strike Price2.12KTurnover44.99%IV7.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.3104Gamma449.00Leverage Ratio-0.0104Theta0.0001Rho43.81Eff Leverage0.0021Vega