6.70Open7.40Pre Close4 Volume92 Open Interest485.00Strike Price2.68KTurnover26.32%IV0.52%PremiumOct 11, 2024Expiry Date4.22Intrinsic Value100Multiplier2DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type-0.6475Delta0.0356Gamma73.40Leverage Ratio-0.8207Theta-0.0193Rho-47.52Eff Leverage0.1477Vega