3.61Open3.53Pre Close16 Volume87 Open Interest177.50Strike Price6.82KTurnover20.67%IV0.25%PremiumNov 29, 2024Expiry Date3.65Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.8292Delta0.0631Gamma44.08Leverage Ratio-0.1396Theta0.0168Rho36.55Eff Leverage0.0493Vega