6.70Open3.70Pre Close4 Volume329 Open Interest90.00Strike Price2.64KTurnover35.93%IV0.26%PremiumDec 20, 2024Expiry Date6.28Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9369Delta0.0359Gamma13.18Leverage Ratio-0.0295Theta-0.0086Rho-12.35Eff Leverage0.0135Vega