0.03Open0.03Pre Close1.50K Volume2.08K Open Interest60.00Strike Price5.66KTurnover105.17%IV8.75%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0282Delta0.0204Gamma1877.43Leverage Ratio-0.1242Theta0.0000Rho-52.98Eff Leverage0.0020Vega