6.83Open6.62Pre Close8 Volume16 Open Interest55.00Strike Price5.46KTurnover81.49%IV0.80%PremiumJul 19, 2024Expiry Date6.44Intrinsic Value100Multiplier14DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7545Delta0.0409Gamma6.56Leverage Ratio-0.0818Theta-0.0141Rho-4.95Eff Leverage0.0301Vega