6.40Open6.40Pre Close0 Volume11 Open Interest44.00Strike Price0.00Turnover56.08%IV1.41%PremiumJul 26, 2024Expiry Date5.70Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.9797Delta0.0163Gamma8.64Leverage Ratio-0.0203Theta0.0050Rho8.47Eff Leverage0.0026Vega