4.60Open3.10Pre Close11 Volume266 Open Interest120.00Strike Price6.42KTurnover27.54%IV0.31%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8687Delta0.0436Gamma17.50Leverage Ratio-0.0439Theta-0.0203Rho-15.20Eff Leverage0.0409Vega