3.60Open2.50Pre Close17 Volume29 Open Interest57.00Strike Price6.50KTurnover128.53%IV3.50%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry2.01Extrinsic Value100Contract SizeAmericanOptions Type0.5077Delta0.0732Gamma26.69Leverage Ratio-0.6276Theta0.0015Rho13.55Eff Leverage0.0169Vega