6.78Open6.50Pre Close11 Volume749 Open Interest120.00Strike Price6.15KTurnover4572.03%IV0.08%PremiumNov 15, 2024Expiry Date5.12Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8289Delta0.0496Gamma20.70Leverage Ratio-1876.3166Theta0.0000Rho-17.16Eff Leverage0.0003Vega