0.55Open1.97Pre Close58 Volume58 Open Interest45.00Strike Price4.55KTurnover40.21%IV1.28%PremiumJul 26, 2024Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.5584Delta0.2815Gamma68.96Leverage Ratio-0.1498Theta0.0015Rho38.51Eff Leverage0.0138Vega