7.10Open6.80Pre Close11 Volume34 Open Interest89.00Strike Price6.76KTurnover64.04%IV0.31%PremiumSep 20, 2024Expiry Date5.70Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8541Delta0.0416Gamma15.15Leverage Ratio-0.2150Theta0.0062Rho12.94Eff Leverage0.0197Vega