5.80Open5.50Pre Close5 Volume57 Open Interest192.50Strike Price2.87KTurnover133.47%IV10.95%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.40Extrinsic Value100Contract SizeAmericanOptions Type0.3269Delta0.0138Gamma33.34Leverage Ratio-1.1200Theta0.0065Rho10.90Eff Leverage0.0709Vega