6.80Open6.80Pre Close0 Volume6 Open Interest34.50Strike Price0.00Turnover448.27%IV3.01%PremiumJul 5, 2024Expiry Date5.94Intrinsic Value100Multiplier0DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.7590Delta0.0473Gamma4.22Leverage Ratio-1.0666Theta-0.0007Rho-3.20Eff Leverage0.0046Vega