5.90Open5.67Pre Close9 Volume20 Open Interest110.00Strike Price5.26KTurnover33.25%IV0.46%PremiumAug 16, 2024Expiry Date4.92Intrinsic Value100Multiplier25DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6739Delta0.0402Gamma16.17Leverage Ratio-0.0565Theta-0.0421Rho-10.89Eff Leverage0.0999Vega