0.71Open0.61Pre Close34 Volume1.19K Open Interest57.50Strike Price2.39KTurnover26.48%IV2.77%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3171Delta0.1428Gamma111.56Leverage Ratio-0.0455Theta-0.0045Rho-35.37Eff Leverage0.0336Vega