3.50Open3.15Pre Close21 Volume154 Open Interest30.00Strike Price7.54KTurnover60.87%IV2.44%PremiumAug 16, 2024Expiry Date2.94Intrinsic Value100Multiplier23DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.7382Delta0.0807Gamma7.31Leverage Ratio-0.0262Theta-0.0118Rho-5.40Eff Leverage0.0220Vega