0.40Open0.93Pre Close117 Volume602 Open Interest33.00Strike Price6.40KTurnover82.02%IV0.45%PremiumJan 10, 2025Expiry Date0.45Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7139Delta0.4136Gamma55.75Leverage Ratio-0.4368Theta0.0002Rho39.80Eff Leverage0.0034Vega