0.11Open0.10Pre Close887 Volume1.45K Open Interest0.50Strike Price6.16KTurnover201.26%IV8.53%PremiumJul 26, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6018Delta3.2726Gamma9.39Leverage Ratio-0.0052Theta0.0000Rho5.65Eff Leverage0.0002Vega