6.86Open6.86Pre Close0 Volume1 Open Interest150.00Strike Price0.00Turnover22.11%IV0.17%PremiumJul 19, 2024Expiry Date6.61Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8299Delta0.0435Gamma20.48Leverage Ratio-0.0399Theta-0.0344Rho-17.00Eff Leverage0.0748Vega