5.60Open5.60Pre Close0 Volume20 Open Interest70.00Strike Price0.00Turnover200.28%IV8.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4373Delta0.0261Gamma12.63Leverage Ratio-0.7625Theta-0.0039Rho-5.52Eff Leverage0.0297Vega