5.67Open7.46Pre Close2 Volume23 Open Interest53.00Strike Price1.10KTurnover92.76%IV0.50%PremiumJul 26, 2024Expiry Date5.07Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9059Delta0.0404Gamma11.01Leverage Ratio-0.1476Theta0.0028Rho9.97Eff Leverage0.0075Vega