6.12Open4.60Pre Close11 Volume89 Open Interest107.00Strike Price6.76KTurnover72.40%IV0.88%PremiumAug 9, 2024Expiry Date5.05Intrinsic Value100Multiplier0DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.9745Delta0.0244Gamma19.99Leverage Ratio-0.1506Theta-0.0009Rho-19.48Eff Leverage0.0021Vega