5.90Open6.13Pre Close13 Volume32 Open Interest41.00Strike Price7.67KTurnover61.89%IV0.30%PremiumAug 2, 2024Expiry Date5.76Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9834Delta0.0140Gamma8.06Leverage Ratio-0.0182Theta0.0042Rho7.93Eff Leverage0.0020Vega