3.70Open3.00Pre Close17 Volume132 Open Interest84.05Strike Price6.11KTurnover74.34%IV0.40%PremiumDec 27, 2024Expiry Date2.95Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.7308Delta0.0639Gamma22.60Leverage Ratio-0.4027Theta0.0038Rho16.51Eff Leverage0.0229Vega