5.50Open1.34Pre Close2.17K Volume6.56K Open Interest160.00Strike Price1.07MTurnover51.95%IV0.58%PremiumAug 2, 2024Expiry Date4.25Intrinsic Value100Multiplier2DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.7385Delta0.0462Gamma30.14Leverage Ratio-0.5100Theta0.0079Rho22.26Eff Leverage0.0441Vega