2.70Open2.82Pre Close10 Volume962 Open Interest17.50Strike Price2.70KTurnover140.62%IV0.45%PremiumJul 19, 2024Expiry Date2.61Intrinsic Value100Multiplier13DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7432Delta0.0587Gamma5.55Leverage Ratio-0.0669Theta0.0043Rho4.12Eff Leverage0.0126Vega