6.60Open6.60Pre Close0 Volume5 Open Interest21.00Strike Price0.00Turnover112.61%IV6.74%PremiumSep 20, 2024Expiry Date5.56Intrinsic Value100Multiplier10DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9422Delta0.0436Gamma2.76Leverage Ratio-0.0140Theta-0.0035Rho-2.60Eff Leverage0.0029Vega