32.50Open25.70Pre Close2 Volume31 Open Interest420.00Strike Price6.50KTurnover26.91%IV1.78%PremiumOct 18, 2024Expiry Date24.59Intrinsic Value100Multiplier20DDays to Expiry7.91Extrinsic Value100Contract SizeAmericanOptions Type0.8371Delta0.0089Gamma15.79Leverage Ratio-0.2196Theta0.1860Rho13.22Eff Leverage0.2544Vega