2.16Open2.30Pre Close28 Volume2.07K Open Interest30.00Strike Price6.37KTurnover27.87%IV0.90%PremiumSep 20, 2024Expiry Date2.11Intrinsic Value100Multiplier24DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8480Delta0.1018Gamma13.38Leverage Ratio-0.0147Theta0.0165Rho11.35Eff Leverage0.0195Vega