6.61Open6.61Pre Close0 Volume35 Open Interest133.00Strike Price0.00Turnover163.83%IV0.60%PremiumNov 29, 2024Expiry Date5.85Intrinsic Value100Multiplier0DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.8328Delta0.0433Gamma20.02Leverage Ratio-2.5590Theta-0.0008Rho-16.68Eff Leverage0.0088Vega