2.60Open2.65Pre Close19 Volume77 Open Interest217.50Strike Price4.96KTurnover37.59%IV1.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.72Extrinsic Value100Contract SizeAmericanOptions Type0.4899Delta0.0455Gamma65.75Leverage Ratio-0.4578Theta0.0119Rho32.21Eff Leverage0.0929Vega