5.40Open5.50Pre Close12 Volume26 Open Interest50.00Strike Price6.45KTurnover56.85%IV1.02%PremiumOct 18, 2024Expiry Date4.75Intrinsic Value100Multiplier12DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8249Delta0.0450Gamma10.14Leverage Ratio-0.0652Theta0.0135Rho8.36Eff Leverage0.0260Vega