5.00Open10.81Pre Close14 Volume70 Open Interest122.00Strike Price6.64KTurnover175.90%IV0.32%PremiumNov 15, 2024Expiry Date2.35Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8399Delta0.0904Gamma52.36Leverage Ratio-5.9600Theta0.0002Rho43.98Eff Leverage0.0037Vega