6.15Open6.70Pre Close2 Volume260 Open Interest86.00Strike Price1.24KTurnover58.49%IV0.65%PremiumJul 26, 2024Expiry Date5.69Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8586Delta0.0460Gamma13.39Leverage Ratio-0.1241Theta-0.0067Rho-11.49Eff Leverage0.0190Vega