5.75Open6.50Pre Close11 Volume44 Open Interest52.00Strike Price6.33KTurnover69.59%IV1.78%PremiumDec 20, 2024Expiry Date4.91Intrinsic Value100Multiplier16DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.7262Delta0.0491Gamma7.98Leverage Ratio-0.0680Theta-0.0147Rho-5.80Eff Leverage0.0327Vega