5.90Open6.13Pre Close13 Volume45 Open Interest41.00Strike Price7.67KTurnover62.70%IV0.30%PremiumAug 2, 2024Expiry Date5.76Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9831Delta0.0142Gamma8.06Leverage Ratio-0.0186Theta0.0041Rho7.93Eff Leverage0.0020Vega