6.15Open6.70Pre Close2 Volume260 Open Interest86.00Strike Price1.24KTurnover59.07%IV0.65%PremiumJul 26, 2024Expiry Date5.69Intrinsic Value100Multiplier3DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8588Delta0.0459Gamma13.39Leverage Ratio-0.1266Theta-0.0066Rho-11.49Eff Leverage0.0188Vega