0.40Open0.35Pre Close132 Volume17.60K Open Interest37.00Strike Price6.58KTurnover18.21%IV1.21%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier11DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5865Delta0.3290Gamma61.92Leverage Ratio-0.0237Theta0.0065Rho36.32Eff Leverage0.0253Vega