8.59Open8.00Pre Close8 Volume225 Open Interest220.00Strike Price6.64KTurnover52.67%IV1.11%PremiumJan 17, 2025Expiry Date5.62Intrinsic Value100Multiplier4DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type0.6823Delta0.0273Gamma26.54Leverage Ratio-0.5730Theta0.0175Rho18.11Eff Leverage0.0882Vega