0.50Open0.63Pre Close43 Volume750 Open Interest8.00Strike Price2.06KTurnover76.63%IV1.68%PremiumAug 2, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6737Delta0.5055Gamma17.89Leverage Ratio-0.0300Theta0.0006Rho12.05Eff Leverage0.0034Vega