3.44Open3.35Pre Close6 Volume307 Open Interest135.00Strike Price2.31KTurnover35.14%IV2.90%PremiumJul 19, 2024Expiry Date0.84Intrinsic Value100Multiplier16DDays to Expiry3.94Extrinsic Value100Contract SizeAmericanOptions Type0.5605Delta0.0392Gamma29.53Leverage Ratio-0.1345Theta0.0318Rho16.55Eff Leverage0.1129Vega