0.11Open0.15Pre Close375 Volume1.30K Open Interest39.00Strike Price6.60KTurnover48.30%IV3.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2508Delta0.2113Gamma173.74Leverage Ratio-0.1141Theta-0.0006Rho-43.58Eff Leverage0.0099Vega