6.40Open5.20Pre Close4 Volume109 Open Interest64.00Strike Price2.56KTurnover586.06%IV0.63%PremiumJul 12, 2024Expiry Date5.96Intrinsic Value100Multiplier-1DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.9376Delta0.0297Gamma11.52Leverage Ratio-6.6131Theta0.0001Rho10.80Eff Leverage0.0009Vega