4.36Open5.90Pre Close14 Volume251 Open Interest160.00Strike Price6.34KTurnover41.85%IV1.48%PremiumAug 16, 2024Expiry Date3.09Intrinsic Value100Multiplier5DDays to Expiry2.41Extrinsic Value100Contract SizeAmericanOptions Type0.6569Delta0.0427Gamma31.06Leverage Ratio-0.2978Theta0.0162Rho20.41Eff Leverage0.0757Vega