6.80Open6.80Pre Close0 Volume97 Open Interest115.00Strike Price0.00Turnover31.81%IV1.93%PremiumAug 16, 2024Expiry Date4.67Intrinsic Value100Multiplier25DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6659Delta0.0408Gamma17.51Leverage Ratio-0.0578Theta-0.0427Rho-11.66Eff Leverage0.1050Vega