5.60Open6.78Pre Close8 Volume16 Open Interest69.00Strike Price6.37KTurnover49.56%IV-1.60%PremiumJul 26, 2024Expiry Date10.27Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9940Delta0.0038Gamma7.68Leverage Ratio-0.0158Theta0.0088Rho7.63Eff Leverage0.0015Vega