0.45Open0.48Pre Close574 Volume767 Open Interest49.00Strike Price5.90KTurnover55.67%IV0.20%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5275Delta1.4457Gamma408.17Leverage Ratio-1.5076Theta0.0000Rho-215.29Eff Leverage0.0020Vega