6.40Open4.60Pre Close9 Volume8 Open Interest257.50Strike Price6.27KTurnover49.84%IV0.98%PremiumOct 11, 2024Expiry Date8.09Intrinsic Value100Multiplier4DDays to Expiry2.61Extrinsic Value100Contract SizeAmericanOptions Type0.7285Delta0.0230Gamma24.82Leverage Ratio-0.6005Theta0.0216Rho18.08Eff Leverage0.0958Vega