0.46Open0.61Pre Close103 Volume945 Open Interest5.00Strike Price5.02KTurnover136.86%IV0.45%PremiumAug 2, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8611Delta0.4799Gamma7.53Leverage Ratio-0.0217Theta-0.0002Rho-6.48Eff Leverage0.0007Vega