5.60Open5.60Pre Close10 Volume0 Open Interest37.50Strike Price5.60KTurnover55.96%IV1.27%PremiumJul 19, 2024Expiry Date5.06Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9826Delta0.0165Gamma8.35Leverage Ratio-0.0156Theta0.0044Rho8.20Eff Leverage0.0020Vega