0.35Open1.00Pre Close155 Volume1.72K Open Interest27.00Strike Price6.24KTurnover32.90%IV0.37%PremiumAug 2, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7200Delta0.4708Gamma51.17Leverage Ratio-0.0497Theta-0.0012Rho-36.84Eff Leverage0.0074Vega