5.68Open6.33Pre Close2 Volume37 Open Interest66.00Strike Price1.14KTurnover45.98%IV0.90%PremiumJul 26, 2024Expiry Date5.04Intrinsic Value100Multiplier3DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9514Delta0.0313Gamma15.79Leverage Ratio-0.0486Theta0.0061Rho15.02Eff Leverage0.0071Vega