5.70Open5.35Pre Close12 Volume192 Open Interest35.00Strike Price6.53KTurnover90.15%IV5.59%PremiumOct 18, 2024Expiry Date2.55Intrinsic Value100Multiplier20DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.6740Delta0.0454Gamma8.25Leverage Ratio-0.0748Theta0.0114Rho5.56Eff Leverage0.0317Vega