5.85Open5.85Pre Close0 Volume4 Open Interest117.00Strike Price0.00Turnover25.14%IV2.03%PremiumJul 26, 2024Expiry Date3.40Intrinsic Value100Multiplier2DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.9047Delta0.0628Gamma33.73Leverage Ratio-0.0878Theta0.0084Rho30.51Eff Leverage0.0182Vega