2.45Open2.66Pre Close31 Volume186 Open Interest81.00Strike Price6.37KTurnover47.64%IV1.80%PremiumOct 4, 2024Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.5695Delta0.0912Gamma39.80Leverage Ratio-0.2063Theta0.0055Rho22.67Eff Leverage0.0355Vega