9.69Open16.80Pre Close7 Volume14 Open Interest1070.00Strike Price6.47KTurnover22.31%IV0.44%PremiumDec 20, 2024Expiry Date5.35Intrinsic Value100Multiplier4DDays to Expiry4.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5740Delta0.0159Gamma84.83Leverage Ratio-1.2368Theta-0.0601Rho-48.69Eff Leverage0.4355Vega