5.30Open0.85Pre Close5 Volume11 Open Interest232.50Strike Price2.65KTurnover44.80%IV1.15%PremiumJul 12, 2024Expiry Date2.66Intrinsic Value100Multiplier0DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7859Delta0.0858Gamma71.27Leverage Ratio-1.2282Theta-0.0018Rho-56.01Eff Leverage0.0221Vega