0.55Open0.45Pre Close157 Volume355 Open Interest32.00Strike Price6.61KTurnover18.08%IV1.25%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5009Delta0.4482Gamma91.29Leverage Ratio-0.0233Theta0.0037Rho45.73Eff Leverage0.0196Vega