0.97Open0.95Pre Close63 Volume99 Open Interest9.50Strike Price6.34KTurnover79.80%IV0.38%PremiumOct 11, 2024Expiry Date0.99Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9321Delta0.1832Gamma10.33Leverage Ratio-0.0162Theta0.0006Rho9.63Eff Leverage0.0012Vega