6.40Open6.10Pre Close11 Volume3 Open Interest113.00Strike Price6.40KTurnover35.00%IV0.80%PremiumNov 29, 2024Expiry Date5.16Intrinsic Value100Multiplier3DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9337Delta0.0344Gamma22.09Leverage Ratio-0.0832Theta0.0086Rho20.62Eff Leverage0.0138Vega