5.60Open5.90Pre Close10 Volume19 Open Interest139.00Strike Price6.46KTurnover56.69%IV0.54%PremiumDec 27, 2024Expiry Date6.60Intrinsic Value100Multiplier2DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8892Delta0.0369Gamma19.33Leverage Ratio-0.2214Theta-0.0049Rho-17.19Eff Leverage0.0173Vega