6.20Open5.02Pre Close2.20K Volume3.78K Open Interest100.00Strike Price1.36MTurnover46.23%IV0.28%PremiumOct 18, 2024Expiry Date5.90Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7462Delta0.0313Gamma13.66Leverage Ratio-0.1131Theta0.0312Rho10.20Eff Leverage0.0710Vega