5.63Open10.02Pre Close56 Volume445 Open Interest72.50Strike Price30.48KTurnover82.49%IV0.83%PremiumAug 2, 2024Expiry Date4.55Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.7928Delta0.0623Gamma13.73Leverage Ratio-0.2673Theta-0.0035Rho-10.88Eff Leverage0.0160Vega