3.70Open4.40Pre Close15 Volume21 Open Interest16.00Strike Price5.55KTurnover231.79%IV0.31%PremiumJul 26, 2024Expiry Date3.64Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8166Delta0.0505Gamma4.62Leverage Ratio-0.1482Theta0.0016Rho3.77Eff Leverage0.0060Vega