4.60Open3.10Pre Close11 Volume266 Open Interest120.00Strike Price6.42KTurnover25.66%IV0.23%PremiumDec 20, 2024Expiry Date6.34Intrinsic Value100Multiplier11DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8877Delta0.0430Gamma17.35Leverage Ratio-0.0347Theta-0.0197Rho-15.40Eff Leverage0.0370Vega