6.70Open3.70Pre Close4 Volume329 Open Interest90.00Strike Price2.64KTurnover39.89%IV0.26%PremiumDec 20, 2024Expiry Date6.28Intrinsic Value100Multiplier5DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9392Delta0.0344Gamma13.18Leverage Ratio-0.0360Theta-0.0071Rho-12.38Eff Leverage0.0117Vega