5.01Open5.78Pre Close14 Volume29 Open Interest207.00Strike Price6.79KTurnover41.07%IV0.15%PremiumJul 11, 2024Expiry Date3.63Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8362Delta0.0684Gamma51.81Leverage Ratio-0.6277Theta-0.0029Rho-43.32Eff Leverage0.0218Vega