6.50Open8.50Pre Close2.37K Volume1.55K Open Interest640.00Strike Price1.53MTurnover31.23%IV0.25%PremiumJul 26, 2024Expiry Date5.91Intrinsic Value100Multiplier1DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type-0.6987Delta0.0319Gamma80.26Leverage Ratio-1.9241Theta-0.0124Rho-56.08Eff Leverage0.1222Vega