3.57Open2.98Pre Close17 Volume48 Open Interest131.00Strike Price6.68KTurnover1583.85%IV0.44%PremiumNov 22, 2024Expiry Date2.58Intrinsic Value100Multiplier0DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.7133Delta0.0768Gamma48.37Leverage Ratio-442.2923Theta0.0000Rho-34.50Eff Leverage0.0010Vega