0.40Open0.93Pre Close117 Volume485 Open Interest33.00Strike Price6.40KTurnover68.65%IV0.45%PremiumJan 10, 2025Expiry Date0.45Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7143Delta0.4138Gamma55.75Leverage Ratio-0.3070Theta0.0003Rho39.82Eff Leverage0.0041Vega