4.35Open8.45Pre Close14 Volume1.40K Open Interest132.00Strike Price5.95KTurnover37.61%IV0.84%PremiumAug 2, 2024Expiry Date3.12Intrinsic Value100Multiplier2DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7584Delta0.0798Gamma36.05Leverage Ratio-0.2544Theta-0.0057Rho-27.34Eff Leverage0.0327Vega