0.97Open0.95Pre Close63 Volume99 Open Interest9.50Strike Price6.34KTurnover77.17%IV0.38%PremiumOct 11, 2024Expiry Date0.99Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9325Delta0.1827Gamma10.33Leverage Ratio-0.0153Theta0.0007Rho9.64Eff Leverage0.0012Vega