6.60Open4.70Pre Close2 Volume433 Open Interest115.00Strike Price1.37KTurnover26.28%IV2.36%PremiumJul 19, 2024Expiry Date4.29Intrinsic Value100Multiplier17DDays to Expiry2.81Extrinsic Value100Contract SizeAmericanOptions Type0.7623Delta0.0454Gamma21.49Leverage Ratio-0.0740Theta0.0402Rho16.38Eff Leverage0.0801Vega