6.40Open5.20Pre Close10 Volume342 Open Interest46.00Strike Price6.40KTurnover153.46%IV0.20%PremiumOct 25, 2024Expiry Date6.32Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8234Delta0.0445Gamma5.81Leverage Ratio-0.2186Theta-0.0032Rho-4.79Eff Leverage0.0099Vega