3.51Open3.90Pre Close22 Volume29 Open Interest185.00Strike Price6.47KTurnover28.52%IV1.27%PremiumAug 2, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.5546Delta0.0696Gamma70.70Leverage Ratio-0.2992Theta0.0116Rho39.21Eff Leverage0.0787Vega