5.70Open10.69Pre Close11 Volume381 Open Interest167.50Strike Price6.32KTurnover46.32%IV0.61%PremiumAug 9, 2024Expiry Date4.76Intrinsic Value100Multiplier3DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.7034Delta0.0473Gamma27.58Leverage Ratio-0.3736Theta-0.0100Rho-19.40Eff Leverage0.0548Vega