0.40Open0.35Pre Close132 Volume17.60K Open Interest37.00Strike Price6.58KTurnover17.82%IV1.27%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5681Delta0.3436Gamma67.51Leverage Ratio-0.0235Theta0.0061Rho38.35Eff Leverage0.0252Vega