0.48Open0.50Pre Close102 Volume164.44K Open Interest79.00Strike Price6.14KTurnover7.47%IV0.19%PremiumSep 20, 2024Expiry Date0.41Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7201Delta0.3977Gamma125.06Leverage Ratio-0.0272Theta0.0115Rho90.06Eff Leverage0.0380Vega