0.60Open0.36Pre Close87 Volume248 Open Interest14.00Strike Price6.61KTurnover200.87%IV0.41%PremiumAug 21, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6523Delta0.1634Gamma11.57Leverage Ratio-0.2227Theta0.0005Rho7.54Eff Leverage0.0042Vega