6.35Open6.00Pre Close10 Volume47 Open Interest82.00Strike Price6.35KTurnover177.19%IV4.63%PremiumDec 6, 2024Expiry Date2.68Intrinsic Value100Multiplier2DDays to Expiry3.68Extrinsic Value100Contract SizeAmericanOptions Type-0.5708Delta0.0372Gamma13.74Leverage Ratio-1.1526Theta-0.0027Rho-7.84Eff Leverage0.0234Vega