5.40Open1.45Pre Close15 Volume69 Open Interest495.00Strike Price6.66KTurnover22.10%IV0.85%PremiumJul 26, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type0.5349Delta0.0396Gamma112.63Leverage Ratio-0.7519Theta0.0219Rho60.25Eff Leverage0.1805Vega