5.64Open5.64Pre Close0 Volume83 Open Interest240.00Strike Price0.00Turnover14.90%IV1.08%PremiumJul 5, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type-0.8545Delta0.0852Gamma72.90Leverage Ratio-0.1062Theta-0.0095Rho-62.29Eff Leverage0.0439Vega