4.40Open3.60Pre Close15 Volume1.80K Open Interest75.00Strike Price6.60KTurnover36.24%IV0.74%PremiumAug 16, 2024Expiry Date3.82Intrinsic Value100Multiplier12DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.7890Delta0.0549Gamma17.13Leverage Ratio-0.0700Theta0.0196Rho13.52Eff Leverage0.0420Vega