5.34Open5.41Pre Close5 Volume122 Open Interest100.00Strike Price2.67KTurnover26.96%IV0.38%PremiumJul 19, 2024Expiry Date4.94Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9112Delta0.0414Gamma20.18Leverage Ratio-0.0571Theta0.0170Rho18.39Eff Leverage0.0231Vega