0.35Open0.20Pre Close57 Volume242 Open Interest3.50Strike Price2.26KTurnover44.77%IV0.79%PremiumJul 19, 2024Expiry Date0.31Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8366Delta0.6940Gamma10.89Leverage Ratio-0.0032Theta0.0012Rho9.11Eff Leverage0.0020Vega