0.33Open0.60Pre Close111 Volume601 Open Interest22.00Strike Price6.86KTurnover44.04%IV2.19%PremiumJul 19, 2024Expiry Date0.12Intrinsic Value100Multiplier3DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5396Delta0.4331Gamma51.48Leverage Ratio-0.0582Theta-0.0010Rho-27.78Eff Leverage0.0083Vega