0.06Open0.07Pre Close1.47K Volume5.42K Open Interest1.50Strike Price6.69KTurnover93.62%IV6.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.3664Delta2.5528Gamma41.14Leverage Ratio-0.0068Theta0.0001Rho15.07Eff Leverage0.0006Vega