6.80Open5.00Pre Close6 Volume351 Open Interest35.00Strike Price3.91KTurnover66.05%IV1.69%PremiumNov 15, 2024Expiry Date5.97Intrinsic Value100Multiplier21DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.8665Delta0.0497Gamma4.68Leverage Ratio-0.0207Theta-0.0125Rho-4.06Eff Leverage0.0149Vega