4.38Open4.03Pre Close12 Volume45 Open Interest95.00Strike Price6.36KTurnover30.02%IV0.47%PremiumAug 16, 2024Expiry Date5.73Intrinsic Value100Multiplier19DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.8205Delta0.0374Gamma15.03Leverage Ratio-0.0579Theta0.0408Rho12.34Eff Leverage0.0611Vega