7.49Open6.14Pre Close33.43K Volume452 Open Interest539.00Strike Price6.67MTurnover13.15%IV0.06%PremiumJul 30, 2024Expiry Date2.22Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.8666Delta0.0912Gamma215.63Leverage Ratio-0.6968Theta0.0051Rho186.85Eff Leverage0.0386Vega