5.65Open5.65Pre Close0 Volume8 Open Interest155.00Strike Price0.00Turnover41.34%IV2.55%PremiumJul 19, 2024Expiry Date1.74Intrinsic Value100Multiplier13DDays to Expiry3.91Extrinsic Value100Contract SizeAmericanOptions Type-0.5328Delta0.0329Gamma27.13Leverage Ratio-0.1717Theta-0.0282Rho-14.45Eff Leverage0.1170Vega