3.50Open3.65Pre Close14.07K Volume0 Open Interest170.00Strike Price5.59MTurnover43.15%IV1.45%PremiumJul 19, 2024Expiry Date1.42Intrinsic Value100Multiplier3DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type0.5867Delta0.0502Gamma43.95Leverage Ratio-0.4160Theta0.0106Rho25.79Eff Leverage0.0700Vega