6.50Open10.93Pre Close10 Volume0 Open Interest6.00Strike Price6.35KTurnover637.83%IV7.30%PremiumAug 16, 2024Expiry Date5.37Intrinsic Value100Multiplier1DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.9500Delta0.0201Gamma2.07Leverage Ratio-0.1138Theta0.0003Rho1.96Eff Leverage0.0008Vega