5.77Open5.48Pre Close12.84K Volume14.35K Open Interest110.00Strike Price6.77MTurnover69.80%IV2.38%PremiumAug 2, 2024Expiry Date1.59Intrinsic Value100Multiplier4DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type0.5929Delta0.0458Gamma26.26Leverage Ratio-0.4134Theta0.0073Rho15.57Eff Leverage0.0471Vega