0.35Open0.25Pre Close116 Volume422 Open Interest45.00Strike Price6.42KTurnover47.01%IV1.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.6280Delta0.2264Gamma81.62Leverage Ratio-0.1637Theta0.0017Rho51.25Eff Leverage0.0134Vega