3.20Open4.50Pre Close7 Volume15 Open Interest190.00Strike Price2.60KTurnover22.77%IV1.56%PremiumJul 19, 2024Expiry Date0.82Intrinsic Value100Multiplier12DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.5656Delta0.0484Gamma49.56Leverage Ratio-0.1427Theta0.0364Rho28.04Eff Leverage0.1405Vega