3.35Open4.36Pre Close19 Volume57 Open Interest147.00Strike Price6.76KTurnover63.09%IV1.57%PremiumOct 25, 2024Expiry Date2.74Intrinsic Value100Multiplier3DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6090Delta0.0443Gamma28.85Leverage Ratio-0.5311Theta-0.0078Rho-17.57Eff Leverage0.0528Vega