4.70Open3.61Pre Close11.61K Volume10.43K Open Interest118.00Strike Price6.37MTurnover57.21%IV0.70%PremiumJul 26, 2024Expiry Date5.54Intrinsic Value100Multiplier3DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.7935Delta0.0393Gamma19.08Leverage Ratio-0.2884Theta0.0097Rho15.14Eff Leverage0.0363Vega