5.55Open5.55Pre Close0 Volume76 Open Interest84.00Strike Price0.00Turnover57.21%IV0.27%PremiumJul 26, 2024Expiry Date5.34Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8539Delta0.0490Gamma13.92Leverage Ratio-0.1221Theta-0.0065Rho-11.89Eff Leverage0.0190Vega