4.60Open3.10Pre Close11 Volume266 Open Interest120.00Strike Price6.42KTurnover27.86%IV0.31%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier10DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8692Delta0.0434Gamma17.50Leverage Ratio-0.0451Theta-0.0199Rho-15.21Eff Leverage0.0403Vega