5.75Open6.33Pre Close6 Volume891 Open Interest41.00Strike Price3.38KTurnover156.13%IV7.34%PremiumJul 26, 2024Expiry Date2.15Intrinsic Value100Multiplier4DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type-0.5814Delta0.0558Gamma9.59Leverage Ratio-0.2923Theta-0.0033Rho-5.58Eff Leverage0.0175Vega