0.60Open0.64Pre Close23 Volume306 Open Interest2.00Strike Price1.46KTurnover147.11%IV2.88%PremiumJul 19, 2024Expiry Date0.61Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8915Delta0.5180Gamma2.22Leverage Ratio-0.0026Theta-0.0004Rho-1.98Eff Leverage0.0005Vega