3.70Open4.20Pre Close17.13K Volume18.90K Open Interest120.00Strike Price6.77MTurnover75.07%IV0.16%PremiumAug 2, 2024Expiry Date8.67Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9590Delta0.0174Gamma12.72Leverage Ratio-0.0700Theta-0.0033Rho-12.20Eff Leverage0.0062Vega