6.55Open2.28Pre Close33 Volume33 Open Interest62.50Strike Price21.62KTurnover52.72%IV1.25%PremiumJan 17, 2025Expiry Date5.84Intrinsic Value100Multiplier6DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.9191Delta0.0407Gamma9.52Leverage Ratio-0.0396Theta-0.0069Rho-8.75Eff Leverage0.0110Vega