5.60Open5.07Pre Close7 Volume3.54K Open Interest49.50Strike Price3.92KTurnover236.39%IV0.70%PremiumJul 26, 2024Expiry Date5.29Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.9000Delta0.0465Gamma7.86Leverage Ratio-0.6735Theta-0.0005Rho-7.07Eff Leverage0.0028Vega