6.00Open6.80Pre Close11 Volume390 Open Interest80.00Strike Price6.88KTurnover73.92%IV0.96%PremiumJul 19, 2024Expiry Date6.12Intrinsic Value100Multiplier2DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.8986Delta0.0346Gamma13.46Leverage Ratio-0.1839Theta0.0046Rho12.09Eff Leverage0.0123Vega