11.23Open31.00Pre Close6 Volume2 Open Interest205.00Strike Price6.75KTurnover61.47%IV1.21%PremiumJul 19, 2024Expiry Date8.42Intrinsic Value100Multiplier4DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.7428Delta0.0229Gamma19.76Leverage Ratio-0.5828Theta0.0170Rho14.68Eff Leverage0.0739Vega