0.40Open0.35Pre Close132 Volume17.60K Open Interest37.00Strike Price6.58KTurnover18.01%IV1.27%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5677Delta0.3432Gamma67.51Leverage Ratio-0.0240Theta0.0060Rho38.32Eff Leverage0.0250Vega