3.20Open2.35Pre Close18 Volume1.26K Open Interest87.50Strike Price6.44KTurnover41.04%IV0.93%PremiumDec 20, 2024Expiry Date3.48Intrinsic Value100Multiplier5DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.7979Delta0.0633Gamma22.46Leverage Ratio-0.1312Theta0.0097Rho17.92Eff Leverage0.0306Vega