6.90Open4.70Pre Close6 Volume17 Open Interest540.00Strike Price4.17KTurnover23.64%IV0.34%PremiumJul 19, 2024Expiry Date5.12Intrinsic Value100Multiplier9DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.6196Delta0.0185Gamma47.82Leverage Ratio-0.4797Theta0.0830Rho29.63Eff Leverage0.3310Vega