5.30Open8.21Pre Close12 Volume7 Open Interest134.00Strike Price6.40KTurnover33.38%IV0.38%PremiumAug 2, 2024Expiry Date4.82Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.8276Delta0.0501Gamma25.95Leverage Ratio-0.1635Theta0.0133Rho21.47Eff Leverage0.0390Vega