5.50Open2.90Pre Close7 Volume657 Open Interest240.00Strike Price4.87KTurnover24.51%IV0.56%PremiumJul 19, 2024Expiry Date5.93Intrinsic Value100Multiplier5DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.8068Delta0.0377Gamma35.64Leverage Ratio-0.2181Theta0.0279Rho28.76Eff Leverage0.0813Vega