6.80Open8.09Pre Close5 Volume89 Open Interest111.00Strike Price3.39KTurnover56.58%IV0.11%PremiumSep 27, 2024Expiry Date6.57Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8487Delta0.0345Gamma16.39Leverage Ratio-0.2200Theta0.0097Rho13.91Eff Leverage0.0282Vega