0.03Open0.04Pre Close3 Volume59 Open Interest155.00Strike Price5.00Turnover53.83%IV16.39%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0043Delta0.0017Gamma13318.00Leverage Ratio-0.0078Theta0.0001Rho57.30Eff Leverage0.0018Vega