5.50Open4.25Pre Close13 Volume226 Open Interest322.50Strike Price5.89KTurnover36.98%IV2.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry4.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4125Delta0.0289Gamma86.26Leverage Ratio-0.5853Theta-0.0160Rho-35.58Eff Leverage0.1422Vega