9.50Open7.60Pre Close7 Volume19 Open Interest495.00Strike Price6.51KTurnover21.55%IV0.48%PremiumAug 2, 2024Expiry Date5.70Intrinsic Value100Multiplier4DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.0302Gamma61.44Leverage Ratio-0.5551Theta0.0388Rho43.29Eff Leverage0.1833Vega