0.35Open0.20Pre Close213 Volume405 Open Interest49.00Strike Price7.60KTurnover19.07%IV1.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4511Delta0.3322Gamma122.00Leverage Ratio-0.0440Theta0.0035Rho55.04Eff Leverage0.0248Vega