0.40Open0.35Pre Close132 Volume17.60K Open Interest37.00Strike Price6.58KTurnover18.21%IV1.27%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier10DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5673Delta0.3429Gamma67.51Leverage Ratio-0.0245Theta0.0059Rho38.30Eff Leverage0.0248Vega