6.50Open6.30Pre Close6 Volume4 Open Interest86.00Strike Price3.90KTurnover76.87%IV1.05%PremiumOct 4, 2024Expiry Date5.86Intrinsic Value100Multiplier3DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.8134Delta0.0445Gamma12.47Leverage Ratio-0.2219Theta-0.0060Rho-10.15Eff Leverage0.0212Vega