12.40Open12.20Pre Close5 Volume71 Open Interest470.00Strike Price6.35KTurnover28.86%IV2.18%PremiumNov 15, 2024Expiry Date2.92Intrinsic Value100Multiplier22DDays to Expiry10.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5082Delta0.0120Gamma32.66Leverage Ratio-0.2733Theta-0.1322Rho-16.60Eff Leverage0.4621Vega