5.20Open6.40Pre Close2.31K Volume818 Open Interest165.00Strike Price1.04MTurnover66.23%IV2.10%PremiumJul 26, 2024Expiry Date1.45Intrinsic Value100Multiplier3DDays to Expiry3.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5352Delta0.0357Gamma31.60Leverage Ratio-0.6033Theta-0.0091Rho-16.91Eff Leverage0.0668Vega