0.04Open0.13Pre Close853 Volume900 Open Interest45.50Strike Price5.42KTurnover23.61%IV0.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2925Delta3.1509Gamma2272.00Leverage Ratio-0.5079Theta0.0000Rho664.64Eff Leverage0.0016Vega