3.50Open1.90Pre Close19 Volume92 Open Interest170.00Strike Price7.69KTurnover38.60%IV1.77%PremiumJul 19, 2024Expiry Date0.48Intrinsic Value100Multiplier5DDays to Expiry3.02Extrinsic Value100Contract SizeAmericanOptions Type0.5398Delta0.0496Gamma48.71Leverage Ratio-0.3221Theta0.0131Rho26.29Eff Leverage0.0823Vega