0.50Open0.65Pre Close102 Volume39 Open Interest16.00Strike Price5.09KTurnover21.50%IV1.23%PremiumJul 19, 2024Expiry Date0.30Intrinsic Value100Multiplier17DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6823Delta0.4686Gamma32.60Leverage Ratio-0.0095Theta0.0050Rho22.24Eff Leverage0.0126Vega