6.60Open6.35Pre Close10 Volume57 Open Interest58.00Strike Price6.60KTurnover145.77%IV0.22%PremiumJul 5, 2024Expiry Date6.46Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8287Delta0.0331Gamma8.92Leverage Ratio-0.4107Theta0.0031Rho7.39Eff Leverage0.0134Vega