6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover20.55%IV2.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4792Delta0.0246Gamma53.46Leverage Ratio-0.1583Theta0.0911Rho25.62Eff Leverage0.3133Vega