0.20Open0.22Pre Close45 Volume356 Open Interest18.00Strike Price2.24KTurnover28.88%IV2.05%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4692Delta0.3987Gamma48.05Leverage Ratio-0.0138Theta-0.0029Rho-22.55Eff Leverage0.0138Vega