2.28Open2.55Pre Close7 Volume19 Open Interest85.00Strike Price1.57KTurnover24.31%IV1.42%PremiumJul 19, 2024Expiry Date0.90Intrinsic Value100Multiplier12DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type0.6152Delta0.0969Gamma39.95Leverage Ratio-0.0663Theta0.0181Rho24.58Eff Leverage0.0620Vega