5.64Open5.64Pre Close0 Volume83 Open Interest240.00Strike Price0.00Turnover14.97%IV1.08%PremiumJul 5, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type-0.8547Delta0.0851Gamma72.90Leverage Ratio-0.1072Theta-0.0094Rho-62.30Eff Leverage0.0436Vega