0.06Open0.20Pre Close805 Volume20 Open Interest41.50Strike Price6.32KTurnover58.64%IV8.74%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0597Delta0.0598Gamma764.20Leverage Ratio-0.0345Theta0.0002Rho45.65Eff Leverage0.0040Vega