6.63Open6.63Pre Close0 Volume393 Open Interest18.00Strike Price0.00Turnover100.19%IV5.26%PremiumSep 20, 2024Expiry Date5.40Intrinsic Value100Multiplier27DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type0.8672Delta0.0337Gamma3.93Leverage Ratio-0.0274Theta0.0106Rho3.41Eff Leverage0.0137Vega