3.56Open4.23Pre Close17 Volume19 Open Interest27.00Strike Price6.27KTurnover120.71%IV0.32%PremiumJan 17, 2025Expiry Date3.90Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9197Delta0.0483Gamma7.68Leverage Ratio-0.0837Theta0.0017Rho7.06Eff Leverage0.0038Vega