5.42Open5.60Pre Close8 Volume644 Open Interest43.00Strike Price4.31KTurnover44.98%IV0.60%PremiumJul 19, 2024Expiry Date5.03Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8875Delta0.0410Gamma8.89Leverage Ratio-0.0314Theta0.0173Rho7.89Eff Leverage0.0198Vega