0.78Open0.61Pre Close114 Volume23 Open Interest36.50Strike Price5.70KTurnover43.54%IV1.04%PremiumJul 12, 2024Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5485Delta0.3523Gamma71.78Leverage Ratio-0.1493Theta0.0010Rho39.37Eff Leverage0.0102Vega