6.60Open6.60Pre Close0 Volume1 Open Interest39.00Strike Price0.00Turnover39.31%IV9.77%PremiumAug 16, 2024Expiry Date3.09Intrinsic Value100Multiplier25DDays to Expiry3.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7666Delta0.0862Gamma10.33Leverage Ratio-0.0189Theta-0.0158Rho-7.92Eff Leverage0.0290Vega