6.20Open6.23Pre Close4 Volume46 Open Interest100.00Strike Price2.86KTurnover26.76%IV0.67%PremiumOct 18, 2024Expiry Date6.71Intrinsic Value100Multiplier23DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.8500Delta0.0322Gamma14.04Leverage Ratio-0.0470Theta0.0535Rho11.93Eff Leverage0.0631Vega