39.40Open26.25Pre Close4.72K Volume1.56K Open Interest5480.00Strike Price6.64MTurnover13.79%IV0.20%PremiumJul 30, 2024Expiry Date6.66Intrinsic Value100Multiplier0DDays to Expiry10.81Extrinsic Value100Contract SizeEuropeanOptions Type-0.5759Delta0.0127Gamma313.66Leverage Ratio-9.4190Theta-0.0533Rho-180.64Eff Leverage0.8795Vega