3.25Open2.88Pre Close22 Volume224 Open Interest76.00Strike Price6.71KTurnover47.33%IV0.35%PremiumJul 19, 2024Expiry Date2.40Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.7255Delta0.0900Gamma24.74Leverage Ratio-0.1468Theta-0.0056Rho-17.95Eff Leverage0.0262Vega