5.80Open4.80Pre Close5 Volume520 Open Interest7.50Strike Price2.60KTurnover297.41%IV0.79%PremiumJul 19, 2024Expiry Date4.51Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9469Delta0.0275Gamma2.67Leverage Ratio-0.0457Theta0.0008Rho2.53Eff Leverage0.0014Vega