0.40Open0.45Pre Close60 Volume43.80K Open Interest5.00Strike Price2.65KTurnover75.06%IV7.71%PremiumJun 21, 2024Expiry Date0.06Intrinsic Value100Multiplier27DDays to Expiry0.39Time Value100Contract SizeAmericanOptions Type0.5713Delta0.3792Gamma11.24Leverage Ratio-0.0079Theta0.0018Rho6.42Eff Leverage0.0054Vega