0.75Open0.60Pre Close104 Volume1.58K Open Interest27.00Strike Price7.16KTurnover67.89%IV0.08%PremiumJul 26, 2024Expiry Date0.54Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8275Delta0.4578Gamma44.85Leverage Ratio-0.1993Theta-0.0002Rho-37.11Eff Leverage0.0021Vega