3.51Open3.90Pre Close22 Volume29 Open Interest185.00Strike Price6.47KTurnover27.96%IV1.40%PremiumAug 2, 2024Expiry Date0.34Intrinsic Value100Multiplier4DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type0.5549Delta0.0696Gamma70.61Leverage Ratio-0.2877Theta0.0120Rho39.18Eff Leverage0.0802Vega