6.81Open6.81Pre Close0 Volume11 Open Interest177.50Strike Price0.00Turnover41.69%IV1.68%PremiumJul 26, 2024Expiry Date3.89Intrinsic Value100Multiplier4DDays to Expiry2.92Extrinsic Value100Contract SizeAmericanOptions Type-0.6755Delta0.0459Gamma32.00Leverage Ratio-0.3273Theta-0.0127Rho-21.62Eff Leverage0.0679Vega