0.09Open0.11Pre Close923 Volume785 Open Interest7.00Strike Price5.40KTurnover123.94%IV14.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1428Delta0.3135Gamma122.60Leverage Ratio-0.0240Theta0.0001Rho17.51Eff Leverage0.0013Vega