5.85Open6.90Pre Close2 Volume6 Open Interest84.00Strike Price1.17KTurnover56.80%IV0.06%PremiumJul 26, 2024Expiry Date5.80Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9610Delta0.0245Gamma15.29Leverage Ratio-0.0650Theta0.0037Rho14.69Eff Leverage0.0051Vega