0.46Open0.69Pre Close87 Volume374 Open Interest23.50Strike Price5.16KTurnover45.49%IV2.30%PremiumJul 12, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5072Delta0.3537Gamma49.35Leverage Ratio-0.0572Theta-0.0013Rho-25.03Eff Leverage0.0099Vega