6.20Open6.95Pre Close2 Volume38 Open Interest146.00Strike Price1.26KTurnover39.56%IV0.67%PremiumSep 27, 2024Expiry Date5.36Intrinsic Value100Multiplier2DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.8966Delta0.0399Gamma26.79Leverage Ratio-0.1903Theta0.0074Rho24.02Eff Leverage0.0205Vega