3.35Open4.36Pre Close19 Volume42 Open Interest147.00Strike Price6.76KTurnover79.00%IV1.57%PremiumOct 25, 2024Expiry Date2.74Intrinsic Value100Multiplier3DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5807Delta0.0355Gamma24.45Leverage Ratio-0.6724Theta-0.0078Rho-14.20Eff Leverage0.0544Vega