0.04Open0.04Pre Close1.34K Volume11.76K Open Interest65.00Strike Price6.65KTurnover27.49%IV4.90%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0582Delta0.0637Gamma1377.78Leverage Ratio-0.0230Theta0.0004Rho80.19Eff Leverage0.0077Vega