5.61Open5.61Pre Close0 Volume0 Open Interest82.00Strike Price0.00Turnover52.19%IV3.50%PremiumJul 26, 2024Expiry Date2.84Intrinsic Value100Multiplier4DDays to Expiry2.77Extrinsic Value100Contract SizeAmericanOptions Type-0.7247Delta0.0761Gamma22.46Leverage Ratio-0.1757Theta-0.0061Rho-16.27Eff Leverage0.0282Vega