0.48Open0.47Pre Close44 Volume664 Open Interest80.00Strike Price6.47KTurnover43.55%IV0.52%PremiumJul 19, 2024Expiry Date1.38Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6850Delta0.1155Gamma39.70Leverage Ratio-0.2234Theta0.0040Rho27.19Eff Leverage0.0251Vega