0.25Open0.35Pre Close305 Volume567 Open Interest25.50Strike Price6.07KTurnover40.09%IV3.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2185Delta0.3633Gamma248.40Leverage Ratio-0.0513Theta0.0004Rho54.29Eff Leverage0.0060Vega