2.65Open2.08Pre Close20 Volume179 Open Interest33.50Strike Price5.89KTurnover53.84%IV0.41%PremiumJul 12, 2024Expiry Date2.77Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9113Delta0.0729Gamma12.57Leverage Ratio-0.0406Theta0.0038Rho11.46Eff Leverage0.0066Vega