5.75Open5.75Pre Close0 Volume17 Open Interest16.00Strike Price0.00Turnover372.47%IV11.33%PremiumJul 19, 2024Expiry Date4.44Intrinsic Value100Multiplier4DDays to Expiry1.31Extrinsic Value100Contract SizeAmericanOptions Type-0.7115Delta0.0700Gamma2.24Leverage Ratio-0.1801Theta-0.0015Rho-1.60Eff Leverage0.0045Vega