3.60Open2.60Pre Close6 Volume62 Open Interest180.00Strike Price2.21KTurnover28.51%IV3.42%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry4.40Extrinsic Value100Contract SizeAmericanOptions Type0.3946Delta0.0693Gamma116.92Leverage Ratio-0.2693Theta0.0082Rho46.14Eff Leverage0.0750Vega