6.80Open4.40Pre Close7 Volume14 Open Interest94.00Strike Price4.76KTurnover22.85%IV0.72%PremiumAug 16, 2024Expiry Date6.17Intrinsic Value100Multiplier23DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8893Delta0.0516Gamma13.94Leverage Ratio-0.0138Theta-0.0249Rho-12.40Eff Leverage0.0398Vega