7.67Open7.02Pre Close10 Volume34 Open Interest55.00Strike Price7.67KTurnover185.87%IV0.03%PremiumSep 20, 2024Expiry Date7.65Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9400Delta0.0221Gamma8.03Leverage Ratio-0.4023Theta0.0011Rho7.55Eff Leverage0.0035Vega