4.38Open4.03Pre Close12 Volume45 Open Interest95.00Strike Price6.36KTurnover29.55%IV0.47%PremiumAug 16, 2024Expiry Date5.73Intrinsic Value100Multiplier20DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.8214Delta0.0374Gamma15.03Leverage Ratio-0.0565Theta0.0419Rho12.35Eff Leverage0.0617Vega