0.50Open0.50Pre Close202 Volume961 Open Interest8.00Strike Price5.60KTurnover82.03%IV2.24%PremiumJul 26, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5537Delta0.7755Gamma35.00Leverage Ratio-0.0539Theta0.0003Rho19.38Eff Leverage0.0025Vega