6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover20.74%IV2.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4765Delta0.0244Gamma53.45Leverage Ratio-0.1593Theta0.0905Rho25.47Eff Leverage0.3131Vega