5.60Open5.60Pre Close0 Volume2 Open Interest115.00Strike Price0.00Turnover42.67%IV1.53%PremiumAug 16, 2024Expiry Date3.90Intrinsic Value100Multiplier23DDays to Expiry1.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5940Delta0.0324Gamma16.10Leverage Ratio-0.0903Theta-0.0398Rho-9.56Eff Leverage0.1102Vega