3.70Open3.60Pre Close18 Volume28 Open Interest12.50Strike Price6.62KTurnover78.55%IV0.25%PremiumNov 15, 2024Expiry Date3.46Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9233Delta0.0488Gamma4.43Leverage Ratio-0.0117Theta0.0062Rho4.09Eff Leverage0.0054Vega