0.25Open0.35Pre Close305 Volume759 Open Interest25.50Strike Price6.07KTurnover41.58%IV3.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2185Delta0.3631Gamma248.40Leverage Ratio-0.0552Theta0.0003Rho54.27Eff Leverage0.0058Vega