2.45Open3.09Pre Close25 Volume2.18K Open Interest80.00Strike Price6.61KTurnover28.95%IV2.16%PremiumJan 17, 2025Expiry Date0.99Intrinsic Value100Multiplier22DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.5441Delta0.0715Gamma29.54Leverage Ratio-0.0464Theta-0.0232Rho-16.07Eff Leverage0.0767Vega