0.61Open0.47Pre Close134 Volume71 Open Interest108.50Strike Price7.40KTurnover7.34%IV0.19%PremiumAug 2, 2024Expiry Date0.34Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6825Delta0.4122Gamma186.05Leverage Ratio-0.0487Theta0.0086Rho126.99Eff Leverage0.0419Vega