0.51Open0.57Pre Close130 Volume6.47K Open Interest15.00Strike Price7.68KTurnover14.26%IV0.48%PremiumJun 21, 2024Expiry Date0.55Intrinsic Value100Multiplier20DDays to Expiry0.05Time Value100Contract SizeAmericanOptions Type0.8801Delta0.3827Gamma24.88Leverage Ratio-0.0045Theta0.0072Rho21.90Eff Leverage0.0073Vega