6.60Open6.60Pre Close0 Volume1 Open Interest5.00Strike Price0.00Turnover187.86%IV38.26%PremiumJul 19, 2024Expiry Date3.39Intrinsic Value100Multiplier15DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type0.9390Delta0.0375Gamma2.40Leverage Ratio-0.0132Theta0.0018Rho2.25Eff Leverage0.0021Vega