0.40Open0.26Pre Close469 Volume724 Open Interest46.50Strike Price5.70KTurnover23.64%IV0.09%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.4298Delta3.5451Gamma1328.00Leverage Ratio-0.6043Theta0.0000Rho570.73Eff Leverage0.0018Vega