0.45Open0.30Pre Close177 Volume924 Open Interest55.00Strike Price5.57KTurnover125.58%IV0.33%PremiumJul 19, 2024Expiry Date0.22Intrinsic Value100Multiplier-1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6220Delta0.5498Gamma136.95Leverage Ratio-3.6435Theta0.0000Rho-85.19Eff Leverage0.0021Vega