4.60Open4.00Pre Close15 Volume60 Open Interest160.00Strike Price6.56KTurnover31.85%IV1.07%PremiumDec 20, 2024Expiry Date2.80Intrinsic Value100Multiplier6DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.6724Delta0.0520Gamma36.58Leverage Ratio-0.2108Theta0.0188Rho24.60Eff Leverage0.0787Vega