5.70Open5.10Pre Close6.59K Volume4.25K Open Interest217.50Strike Price3.32MTurnover57.29%IV1.87%PremiumAug 2, 2024Expiry Date1.30Intrinsic Value100Multiplier3DDays to Expiry4.10Extrinsic Value100Contract SizeAmericanOptions Type0.5581Delta0.0335Gamma40.33Leverage Ratio-0.8023Theta0.0103Rho22.51Eff Leverage0.0813Vega