6.65Open5.67Pre Close63 Volume428 Open Interest59.00Strike Price46.35KTurnover68.84%IV0.11%PremiumJul 12, 2024Expiry Date7.55Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9716Delta0.0151Gamma8.73Leverage Ratio-0.0424Theta0.0050Rho8.48Eff Leverage0.0041Vega