0.40Open0.35Pre Close132 Volume17.60K Open Interest37.00Strike Price6.58KTurnover17.93%IV1.27%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5679Delta0.3434Gamma67.51Leverage Ratio-0.0238Theta0.0061Rho38.34Eff Leverage0.0251Vega