6.80Open6.53Pre Close9 Volume455 Open Interest55.00Strike Price6.30KTurnover51.12%IV0.21%PremiumJul 19, 2024Expiry Date7.02Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9844Delta0.0111Gamma8.64Leverage Ratio-0.0200Theta0.0066Rho8.51Eff Leverage0.0027Vega