8.45Open3.94Pre Close5.39K Volume1.76K Open Interest275.00Strike Price6.61MTurnover92.35%IV2.18%PremiumJul 26, 2024Expiry Date11.09Intrinsic Value100Multiplier4DDays to Expiry5.76Extrinsic Value100Contract SizeAmericanOptions Type-0.6435Delta0.0145Gamma15.66Leverage Ratio-1.2187Theta-0.0191Rho-10.08Eff Leverage0.1040Vega