11.07Open15.49Pre Close5 Volume23 Open Interest487.50Strike Price5.54KTurnover29.12%IV1.19%PremiumAug 2, 2024Expiry Date5.22Intrinsic Value100Multiplier3DDays to Expiry5.85Extrinsic Value100Contract SizeAmericanOptions Type0.6489Delta0.0246Gamma54.00Leverage Ratio-0.7819Theta0.0342Rho35.04Eff Leverage0.1918Vega