4.12Open5.05Pre Close29.57K Volume337 Open Interest538.00Strike Price6.80MTurnover8.37%IV0.05%PremiumJul 25, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6469Delta0.3262Gamma769.16Leverage Ratio-0.9783Theta0.0022Rho497.54Eff Leverage0.0505Vega