5.70Open6.10Pre Close14 Volume137 Open Interest115.00Strike Price7.75KTurnover35.25%IV3.59%PremiumAug 16, 2024Expiry Date1.63Intrinsic Value100Multiplier24DDays to Expiry4.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5314Delta0.0386Gamma23.38Leverage Ratio-0.0761Theta-0.0372Rho-12.42Eff Leverage0.1175Vega