4.12Open5.05Pre Close29.57K Volume337 Open Interest538.00Strike Price6.80MTurnover8.26%IV0.05%PremiumJul 25, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6471Delta0.3263Gamma769.16Leverage Ratio-0.9553Theta0.0023Rho497.72Eff Leverage0.0511Vega