0.15Open0.04Pre Close150 Volume671 Open Interest29.00Strike Price6.56KTurnover111.75%IV0.31%PremiumAug 2, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8640Delta0.5926Gamma65.72Leverage Ratio-0.8195Theta0.0000Rho-56.79Eff Leverage0.0007Vega