5.80Open5.50Pre Close5 Volume57 Open Interest192.50Strike Price2.87KTurnover134.52%IV10.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.40Extrinsic Value100Contract SizeAmericanOptions Type0.3295Delta0.0137Gamma33.08Leverage Ratio-1.1322Theta0.0065Rho10.90Eff Leverage0.0712Vega