5.80Open5.50Pre Close5 Volume57 Open Interest192.50Strike Price2.87KTurnover133.96%IV10.85%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.40Extrinsic Value100Contract SizeAmericanOptions Type0.3303Delta0.0137Gamma33.06Leverage Ratio-1.1297Theta0.0065Rho10.92Eff Leverage0.0713Vega