6.40Open5.20Pre Close10 Volume342 Open Interest46.00Strike Price6.40KTurnover98.03%IV0.20%PremiumOct 25, 2024Expiry Date6.32Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9395Delta0.0335Gamma6.20Leverage Ratio-0.0535Theta-0.0029Rho-5.82Eff Leverage0.0045Vega