0.24Open0.20Pre Close168 Volume717 Open Interest135.00Strike Price2.47KTurnover18.31%IV4.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1003Delta0.0412Gamma645.60Leverage Ratio-0.0327Theta0.0042Rho64.76Eff Leverage0.0409Vega