5.69Open5.70Pre Close4 Volume528 Open Interest125.00Strike Price2.39KTurnover38.45%IV1.42%PremiumJul 19, 2024Expiry Date4.22Intrinsic Value100Multiplier6DDays to Expiry1.84Extrinsic Value100Contract SizeAmericanOptions Type0.7530Delta0.0471Gamma24.15Leverage Ratio-0.1761Theta0.0168Rho18.19Eff Leverage0.0551Vega