5.57Open5.57Pre Close0 Volume13 Open Interest170.00Strike Price0.00Turnover16.48%IV0.04%PremiumJul 19, 2024Expiry Date5.50Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8791Delta0.0548Gamma29.12Leverage Ratio-0.0293Theta-0.0236Rho-25.59Eff Leverage0.0558Vega