0.40Open0.30Pre Close99 Volume7.21K Open Interest12.00Strike Price5.54KTurnover39.58%IV0.35%PremiumJul 19, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7876Delta0.5658Gamma23.35Leverage Ratio-0.0150Theta-0.0010Rho-18.39Eff Leverage0.0038Vega