6.70Open6.24Pre Close5 Volume59 Open Interest19.00Strike Price3.40KTurnover115.10%IV0.72%PremiumJul 5, 2024Expiry Date6.65Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.9931Delta0.0058Gamma3.86Leverage Ratio-0.0079Theta0.0023Rho3.83Eff Leverage0.0006Vega