0.40Open0.15Pre Close37 Volume63 Open Interest29.00Strike Price2.70KTurnover45.34%IV3.54%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4955Delta0.1706Gamma32.95Leverage Ratio-0.0427Theta0.0043Rho16.33Eff Leverage0.0206Vega