5.85Open5.85Pre Close0 Volume4 Open Interest117.00Strike Price0.00Turnover25.59%IV2.03%PremiumJul 26, 2024Expiry Date3.40Intrinsic Value100Multiplier2DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.9040Delta0.0630Gamma33.73Leverage Ratio-0.0904Theta0.0081Rho30.49Eff Leverage0.0180Vega