0.18Open0.19Pre Close439 Volume538 Open Interest116.00Strike Price6.99KTurnover37.95%IV7.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0279Delta0.0126Gamma2275.64Leverage Ratio-0.0323Theta-0.0004Rho-63.49Eff Leverage0.0085Vega