4.60Open3.10Pre Close11 Volume266 Open Interest120.00Strike Price6.42KTurnover27.45%IV0.31%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8686Delta0.0436Gamma17.50Leverage Ratio-0.0435Theta-0.0205Rho-15.20Eff Leverage0.0411Vega