6.40Open6.78Pre Close10 Volume1.53K Open Interest55.00Strike Price6.40KTurnover53.41%IV2.20%PremiumDec 20, 2024Expiry Date5.08Intrinsic Value100Multiplier17DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.8008Delta0.0405Gamma10.01Leverage Ratio-0.0625Theta0.0194Rho8.02Eff Leverage0.0361Vega