7.15Open5.60Pre Close10 Volume3.99K Open Interest107.00Strike Price6.64KTurnover49.19%IV0.25%PremiumOct 18, 2024Expiry Date5.82Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8891Delta0.0374Gamma18.05Leverage Ratio-0.1609Theta0.0078Rho16.05Eff Leverage0.0194Vega