5.90Open3.10Pre Close10 Volume374 Open Interest125.00Strike Price5.90KTurnover29.36%IV0.48%PremiumJul 19, 2024Expiry Date5.27Intrinsic Value100Multiplier8DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8693Delta0.0359Gamma21.71Leverage Ratio-0.0880Theta0.0253Rho18.87Eff Leverage0.0428Vega