0.43Open0.30Pre Close171 Volume465 Open Interest26.00Strike Price5.57KTurnover23.83%IV0.84%PremiumJul 5, 2024Expiry Date0.08Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.5642Delta0.6265Gamma86.93Leverage Ratio-0.0378Theta0.0015Rho49.05Eff Leverage0.0104Vega