4.68Open4.35Pre Close6 Volume1.22K Open Interest21.50Strike Price2.79KTurnover112.17%IV-0.54%PremiumJul 5, 2024Expiry Date4.64Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9836Delta0.0165Gamma5.62Leverage Ratio-0.0160Theta0.0015Rho5.53Eff Leverage0.0009Vega