0.35Open0.21Pre Close42 Volume727 Open Interest170.00Strike Price2.39KTurnover19.74%IV2.42%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.2722Delta0.0683Gamma208.45Leverage Ratio-0.1094Theta0.0097Rho56.74Eff Leverage0.0817Vega