6.40Open4.00Pre Close5 Volume253 Open Interest52.50Strike Price3.62KTurnover124.22%IV0.16%PremiumAug 16, 2024Expiry Date9.53Intrinsic Value100Multiplier12DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7704Delta0.0306Gamma4.03Leverage Ratio-0.1137Theta-0.0129Rho-3.11Eff Leverage0.0244Vega