0.40Open0.77Pre Close251 Volume266 Open Interest242.50Strike Price6.64KTurnover156.34%IV3.97%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0081Delta0.0059Gamma23324.00Leverage Ratio-0.9415Theta0.0000Rho188.10Eff Leverage0.0005Vega