6.35Open5.89Pre Close24 Volume33 Open Interest61.00Strike Price14.54KTurnover66.97%IV2.20%PremiumJul 26, 2024Expiry Date4.76Intrinsic Value100Multiplier4DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type-0.8640Delta0.0552Gamma11.25Leverage Ratio-0.0961Theta-0.0049Rho-9.72Eff Leverage0.0131Vega