6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover21.49%IV2.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4684Delta0.0235Gamma52.95Leverage Ratio-0.1634Theta0.0891Rho24.80Eff Leverage0.3128Vega