39.40Open26.25Pre Close4.39K Volume1.56K Open Interest5480.00Strike Price6.17MTurnover14.06%IV0.21%PremiumJul 30, 2024Expiry Date3.04Intrinsic Value100Multiplier0DDays to Expiry11.56Extrinsic Value100Contract SizeEuropeanOptions Type-0.5981Delta0.0122Gamma375.13Leverage Ratio-9.4443Theta-0.0556Rho-224.38Eff Leverage0.8701Vega