4.60Open4.20Pre Close14 Volume18 Open Interest60.00Strike Price6.50KTurnover37.27%IV1.57%PremiumNov 15, 2024Expiry Date3.60Intrinsic Value100Multiplier25DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.7506Delta0.0511Gamma13.39Leverage Ratio-0.0448Theta0.0295Rho10.05Eff Leverage0.0529Vega