0.38Open0.27Pre Close59 Volume227 Open Interest227.50Strike Price6.96KTurnover35.53%IV2.29%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2470Delta0.0505Gamma249.02Leverage Ratio-0.4942Theta-0.0032Rho-61.50Eff Leverage0.0555Vega