1.50Open1.95Pre Close23 Volume11 Open Interest205.00Strike Price5.70KTurnover20.27%IV0.67%PremiumAug 23, 2024Expiry Date1.06Intrinsic Value100Multiplier4DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type0.6081Delta0.0855Gamma84.45Leverage Ratio-0.2344Theta0.0142Rho51.35Eff Leverage0.0852Vega