0.28Open0.33Pre Close215 Volume211 Open Interest19.50Strike Price6.07KTurnover15.24%IV0.26%PremiumDec 6, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8046Delta1.2009Gamma74.41Leverage Ratio-0.0171Theta0.0009Rho59.87Eff Leverage0.0042Vega