4.60Open3.10Pre Close11 Volume266 Open Interest120.00Strike Price6.42KTurnover27.68%IV0.31%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier10DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8689Delta0.0435Gamma17.50Leverage Ratio-0.0444Theta-0.0201Rho-15.21Eff Leverage0.0407Vega