6.65Open6.70Pre Close13.36K Volume3.15K Open Interest197.50Strike Price5.52MTurnover61.24%IV2.87%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type0.3729Delta0.0389Gamma72.47Leverage Ratio-0.8427Theta0.0047Rho27.02Eff Leverage0.0602Vega