5.75Open5.75Pre Close0 Volume1 Open Interest11.50Strike Price0.00Turnover644.97%IV18.56%PremiumJul 26, 2024Expiry Date3.05Intrinsic Value100Multiplier1DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.7899Delta0.0517Gamma3.77Leverage Ratio-0.7033Theta0.0003Rho2.98Eff Leverage0.0025Vega