6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover20.98%IV2.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4834Delta0.0241Gamma53.42Leverage Ratio-0.1615Theta0.0918Rho25.83Eff Leverage0.3136Vega