8.45Open3.94Pre Close5.39K Volume1.76K Open Interest275.00Strike Price6.61MTurnover91.42%IV2.18%PremiumJul 26, 2024Expiry Date11.09Intrinsic Value100Multiplier4DDays to Expiry5.76Extrinsic Value100Contract SizeAmericanOptions Type-0.6434Delta0.0145Gamma15.66Leverage Ratio-1.1922Theta-0.0195Rho-10.08Eff Leverage0.1051Vega