0.32Open0.60Pre Close217 Volume179 Open Interest11.50Strike Price6.63KTurnover104.09%IV5.99%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4326Delta0.2934Gamma27.95Leverage Ratio-0.0580Theta0.0006Rho12.09Eff Leverage0.0051Vega