5.85Open6.90Pre Close2 Volume4 Open Interest84.00Strike Price1.17KTurnover48.75%IV0.06%PremiumJul 26, 2024Expiry Date5.80Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9641Delta0.0233Gamma15.29Leverage Ratio-0.0547Theta0.0048Rho14.74Eff Leverage0.0055Vega