4.68Open5.70Pre Close12 Volume124 Open Interest55.00Strike Price5.38KTurnover1043.66%IV0.15%PremiumJul 19, 2024Expiry Date3.99Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7634Delta0.0496Gamma12.04Leverage Ratio-26.1336Theta0.0000Rho9.19Eff Leverage0.0018Vega