5.60Open6.09Pre Close12 Volume1 Open Interest115.00Strike Price6.72KTurnover24.88%IV1.49%PremiumAug 16, 2024Expiry Date3.83Intrinsic Value100Multiplier24DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type0.7231Delta0.0434Gamma21.22Leverage Ratio-0.0639Theta0.0546Rho15.34Eff Leverage0.1037Vega