5.40Open1.45Pre Close15 Volume69 Open Interest495.00Strike Price6.66KTurnover21.94%IV0.85%PremiumJul 26, 2024Expiry Date0.56Intrinsic Value100Multiplier3DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type0.5350Delta0.0396Gamma112.63Leverage Ratio-0.7408Theta0.0222Rho60.26Eff Leverage0.1817Vega