3.54Open3.65Pre Close20 Volume2 Open Interest48.50Strike Price6.52KTurnover36.76%IV1.09%PremiumOct 4, 2024Expiry Date2.43Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9114Delta0.0801Gamma19.93Leverage Ratio-0.0424Theta0.0050Rho18.17Eff Leverage0.0087Vega