5.11Open6.19Pre Close2 Volume341 Open Interest125.00Strike Price1.02KTurnover30.16%IV0.63%PremiumJul 19, 2024Expiry Date4.30Intrinsic Value100Multiplier13DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.7407Delta0.0432Gamma22.49Leverage Ratio-0.1041Theta0.0333Rho16.66Eff Leverage0.0805Vega