5.65Open4.88Pre Close10 Volume11 Open Interest53.00Strike Price5.65KTurnover50.08%IV0.53%PremiumJul 5, 2024Expiry Date5.34Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9858Delta0.0140Gamma10.85Leverage Ratio-0.0185Theta0.0041Rho10.70Eff Leverage0.0019Vega