0.48Open0.44Pre Close118 Volume111 Open Interest38.00Strike Price6.06KTurnover27.52%IV1.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.3842Delta0.3483Gamma127.63Leverage Ratio-0.0548Theta-0.0015Rho-49.03Eff Leverage0.0152Vega