6.65Open6.70Pre Close13.65K Volume3.15K Open Interest197.50Strike Price5.60MTurnover62.03%IV2.95%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.57Extrinsic Value100Contract SizeAmericanOptions Type0.3296Delta0.0370Gamma75.47Leverage Ratio-0.7998Theta0.0041Rho24.88Eff Leverage0.0572Vega