6.20Open5.60Pre Close6 Volume116 Open Interest230.00Strike Price3.60KTurnover36.82%IV0.41%PremiumSep 20, 2024Expiry Date4.04Intrinsic Value100Multiplier3DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.6969Delta0.0415Gamma40.35Leverage Ratio-0.4700Theta0.0150Rho28.12Eff Leverage0.0797Vega