0.50Open0.40Pre Close50 Volume26.42K Open Interest87.00Strike Price2.36KTurnover15.22%IV0.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4292Delta0.1812Gamma124.66Leverage Ratio-0.0397Theta-0.0088Rho-53.50Eff Leverage0.0564Vega