0.95Open0.77Pre Close55 Volume908 Open Interest27.00Strike Price6.39KTurnover26.89%IV0.20%PremiumJul 12, 2024Expiry Date1.15Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9778Delta0.0836Gamma23.36Leverage Ratio-0.0083Theta0.0018Rho22.85Eff Leverage0.0012Vega