5.55Open5.55Pre Close0 Volume0 Open Interest34.00Strike Price0.00Turnover46.82%IV1.49%PremiumJul 19, 2024Expiry Date5.12Intrinsic Value100Multiplier12DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.9801Delta0.0418Gamma5.64Leverage Ratio-0.0027Theta-0.0028Rho-5.52Eff Leverage0.0024Vega