5.50Open5.10Pre Close181 Volume152 Open Interest502.50Strike Price69.05KTurnover26.73%IV2.43%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type0.2594Delta0.0228Gamma224.47Leverage Ratio-0.5757Theta0.0146Rho58.22Eff Leverage0.1723Vega