6.80Open4.40Pre Close7 Volume14 Open Interest94.00Strike Price4.76KTurnover22.90%IV0.72%PremiumAug 16, 2024Expiry Date6.17Intrinsic Value100Multiplier23DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8894Delta0.0515Gamma13.94Leverage Ratio-0.0139Theta-0.0248Rho-12.40Eff Leverage0.0397Vega