6.70Open5.58Pre Close72 Volume175 Open Interest70.00Strike Price48.93KTurnover50.38%IV0.42%PremiumJul 26, 2024Expiry Date6.64Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9590Delta0.0215Gamma11.35Leverage Ratio-0.0478Theta0.0075Rho10.89Eff Leverage0.0071Vega