6.30Open6.30Pre Close11 Volume348 Open Interest115.00Strike Price6.48KTurnover26.37%IV2.54%PremiumDec 20, 2024Expiry Date3.00Intrinsic Value100Multiplier23DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type0.6788Delta0.0460Gamma23.60Leverage Ratio-0.0705Theta0.0471Rho16.02Eff Leverage0.1058Vega