5.11Open5.30Pre Close2 Volume22 Open Interest42.50Strike Price1.02KTurnover61.14%IV0.83%PremiumAug 16, 2024Expiry Date4.72Intrinsic Value100Multiplier15DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8176Delta0.0439Gamma8.66Leverage Ratio-0.0550Theta0.0145Rho7.08Eff Leverage0.0261Vega