5.50Open2.85Pre Close12 Volume29 Open Interest87.00Strike Price6.40KTurnover40.10%IV2.08%PremiumJul 26, 2024Expiry Date1.73Intrinsic Value100Multiplier4DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type-0.6708Delta0.1007Gamma34.80Leverage Ratio-0.1610Theta-0.0059Rho-23.34Eff Leverage0.0326Vega