5.80Open5.93Pre Close12 Volume19 Open Interest502.50Strike Price6.70KTurnover15.78%IV-0.67%PremiumJul 26, 2024Expiry Date7.72Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9643Delta0.0248Gamma63.84Leverage Ratio-0.0300Theta-0.0068Rho-61.56Eff Leverage0.0213Vega
JonSnow : Statistical proof?