0.25Open0.45Pre Close301 Volume172 Open Interest11.50Strike Price5.54KTurnover55.47%IV2.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4712Delta0.8060Gamma65.43Leverage Ratio-0.0519Theta0.0003Rho30.83Eff Leverage0.0035Vega