7.00Open7.50Pre Close11 Volume716 Open Interest36.00Strike Price7.70KTurnover88.74%IV0.10%PremiumSep 20, 2024Expiry Date6.97Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9649Delta0.0263Gamma4.15Leverage Ratio-0.0155Theta-0.0034Rho-4.00Eff Leverage0.0029Vega