6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover21.16%IV2.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4810Delta0.0239Gamma53.44Leverage Ratio-0.1625Theta0.0913Rho25.71Eff Leverage0.3134Vega