5.05Open10.95Pre Close27 Volume208 Open Interest327.50Strike Price14.07KTurnover46.56%IV0.70%PremiumJul 26, 2024Expiry Date1.45Intrinsic Value100Multiplier0DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type0.5875Delta0.0550Gamma90.74Leverage Ratio-1.8378Theta0.0041Rho53.31Eff Leverage0.0592Vega