0.86Open35.04Pre Close78 Volume50 Open Interest905.00Strike Price5.40KTurnover98.57%IV9.01%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0212Delta0.0015Gamma3075.30Leverage Ratio-1.2338Theta0.0003Rho65.32Eff Leverage0.0180Vega