5.77Open5.48Pre Close11.87K Volume14.35K Open Interest110.00Strike Price6.35MTurnover67.09%IV2.01%PremiumAug 2, 2024Expiry Date2.19Intrinsic Value100Multiplier4DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.6177Delta0.0462Gamma24.93Leverage Ratio-0.3883Theta0.0078Rho15.40Eff Leverage0.0470Vega