2.55Open2.55Pre Close27 Volume0 Open Interest52.00Strike Price5.58KTurnover58.67%IV2.62%PremiumAug 2, 2024Expiry Date0.67Intrinsic Value100Multiplier6DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type0.5847Delta0.0941Gamma26.01Leverage Ratio-0.1323Theta0.0052Rho15.21Eff Leverage0.0275Vega