5.56Open6.60Pre Close5 Volume389 Open Interest50.00Strike Price3.28KTurnover86.36%IV1.91%PremiumJul 19, 2024Expiry Date5.64Intrinsic Value100Multiplier13DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.7716Delta0.0331Gamma7.89Leverage Ratio-0.1110Theta0.0130Rho6.09Eff Leverage0.0320Vega