6.50Open6.50Pre Close4 Volume689 Open Interest36.00Strike Price2.60KTurnover61.98%IV1.67%PremiumSep 20, 2024Expiry Date6.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.8735Delta0.0498Gamma4.84Leverage Ratio-0.0184Theta-0.0126Rho-4.23Eff Leverage0.0150Vega