5.65Open5.95Pre Close12 Volume24 Open Interest26.00Strike Price6.65KTurnover526.11%IV0.60%PremiumAug 23, 2024Expiry Date5.22Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9671Delta0.0297Gamma4.00Leverage Ratio-0.4479Theta-0.0001Rho-3.87Eff Leverage0.0003Vega