6.80Open7.17Pre Close2 Volume36 Open Interest109.00Strike Price1.36KTurnover37.45%IV0.13%PremiumJul 19, 2024Expiry Date6.66Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9592Delta0.0206Gamma17.07Leverage Ratio-0.0599Theta0.0099Rho16.37Eff Leverage0.0099Vega