5.70Open10.69Pre Close11 Volume381 Open Interest167.50Strike Price6.32KTurnover46.31%IV0.45%PremiumAug 9, 2024Expiry Date5.02Intrinsic Value100Multiplier3DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.7034Delta0.0473Gamma26.42Leverage Ratio-0.3734Theta-0.0100Rho-18.58Eff Leverage0.0548Vega