0.35Open0.30Pre Close44 Volume767 Open Interest32.00Strike Price1.59KTurnover16.84%IV1.06%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier9DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5019Delta0.4694Gamma91.26Leverage Ratio-0.0168Theta-0.0035Rho-45.80Eff Leverage0.0204Vega