6.80Open7.75Pre Close6 Volume2 Open Interest46.00Strike Price4.01KTurnover83.13%IV0.12%PremiumDec 13, 2024Expiry Date6.04Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9798Delta0.0153Gamma8.57Leverage Ratio-0.0284Theta0.0024Rho8.39Eff Leverage0.0019Vega