6.78Open4.90Pre Close5 Volume97 Open Interest135.00Strike Price3.62KTurnover50.29%IV2.35%PremiumAug 16, 2024Expiry Date5.05Intrinsic Value100Multiplier22DDays to Expiry3.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5878Delta0.0242Gamma14.13Leverage Ratio-0.1306Theta-0.0450Rho-8.30Eff Leverage0.1259Vega