0.70Open0.89Pre Close76 Volume72 Open Interest8.00Strike Price6.21KTurnover68.26%IV10.74%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier32DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.5521Delta0.2411Gamma11.87Leverage Ratio-0.0105Theta0.0034Rho6.55Eff Leverage0.0095Vega