5.80Open5.50Pre Close5 Volume57 Open Interest192.50Strike Price2.87KTurnover133.85%IV11.02%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.40Extrinsic Value100Contract SizeAmericanOptions Type0.3305Delta0.0138Gamma33.63Leverage Ratio-1.1298Theta0.0065Rho11.12Eff Leverage0.0713Vega