4.80Open3.67Pre Close13 Volume536 Open Interest305.00Strike Price6.35KTurnover26.35%IV0.56%PremiumDec 20, 2024Expiry Date3.66Intrinsic Value100Multiplier3DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6900Delta0.0506Gamma60.88Leverage Ratio-0.4425Theta-0.0145Rho-42.01Eff Leverage0.0938Vega