0.71Open0.96Pre Close85.01K Volume62.48K Open Interest45.00Strike Price6.60MTurnover37.23%IV1.32%PremiumNov 8, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.5295Delta0.2261Gamma56.36Leverage Ratio-0.0892Theta-0.0025Rho-29.84Eff Leverage0.0188Vega