5.50Open2.90Pre Close7 Volume657 Open Interest240.00Strike Price4.87KTurnover24.18%IV0.56%PremiumJul 19, 2024Expiry Date5.93Intrinsic Value100Multiplier5DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.8073Delta0.0377Gamma35.64Leverage Ratio-0.2130Theta0.0285Rho28.78Eff Leverage0.0821Vega