6.40Open4.60Pre Close9 Volume8 Open Interest257.50Strike Price6.27KTurnover56.00%IV0.98%PremiumOct 11, 2024Expiry Date8.09Intrinsic Value100Multiplier4DDays to Expiry2.61Extrinsic Value100Contract SizeAmericanOptions Type0.7067Delta0.0211Gamma23.40Leverage Ratio-0.6926Theta0.0212Rho16.54Eff Leverage0.1002Vega