0.65Open0.65Pre Close106 Volume99 Open Interest17.50Strike Price5.67KTurnover62.12%IV1.62%PremiumJul 19, 2024Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5541Delta0.3253Gamma28.80Leverage Ratio-0.0528Theta-0.0012Rho-15.96Eff Leverage0.0077Vega