5.78Open5.38Pre Close2 Volume76 Open Interest84.00Strike Price1.13KTurnover59.36%IV0.27%PremiumJul 26, 2024Expiry Date5.34Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8260Delta0.0492Gamma13.62Leverage Ratio-0.1359Theta-0.0075Rho-11.25Eff Leverage0.0229Vega