4.75Open4.74Pre Close11 Volume37 Open Interest65.00Strike Price5.20KTurnover34.48%IV1.30%PremiumAug 16, 2024Expiry Date3.61Intrinsic Value100Multiplier19DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.7727Delta0.0547Gamma15.08Leverage Ratio-0.0492Theta0.0263Rho11.65Eff Leverage0.0482Vega