0.28Open0.33Pre Close215 Volume211 Open Interest19.50Strike Price6.07KTurnover13.07%IV0.25%PremiumDec 6, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8528Delta1.1660Gamma74.42Leverage Ratio-0.0122Theta0.0010Rho63.46Eff Leverage0.0035Vega