5.50Open1.34Pre Close2.17K Volume6.56K Open Interest160.00Strike Price1.07MTurnover53.06%IV0.65%PremiumAug 2, 2024Expiry Date4.14Intrinsic Value100Multiplier2DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.7405Delta0.0450Gamma30.40Leverage Ratio-0.5184Theta0.0079Rho22.51Eff Leverage0.0439Vega