0.46Open0.61Pre Close103 Volume945 Open Interest5.00Strike Price5.02KTurnover134.35%IV0.45%PremiumAug 2, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8609Delta0.4802Gamma7.53Leverage Ratio-0.0210Theta-0.0002Rho-6.48Eff Leverage0.0008Vega