0.60Open0.50Pre Close85 Volume6 Open Interest20.00Strike Price5.77KTurnover64.55%IV4.31%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4392Delta0.2360Gamma35.08Leverage Ratio-0.0559Theta-0.0014Rho-15.41Eff Leverage0.0102Vega