6.60Open6.30Pre Close4 Volume18 Open Interest315.00Strike Price2.64KTurnover21.05%IV2.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4744Delta0.0240Gamma52.95Leverage Ratio-0.1610Theta0.0903Rho25.12Eff Leverage0.3134Vega