5.37Open6.35Pre Close10 Volume75 Open Interest60.00Strike Price5.37KTurnover497.72%IV1.60%PremiumJul 19, 2024Expiry Date4.34Intrinsic Value100Multiplier0DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.7932Delta0.0491Gamma12.74Leverage Ratio-6.9697Theta0.0002Rho10.10Eff Leverage0.0033Vega