21.33Open24.00Pre Close3 Volume468 Open Interest220.00Strike Price6.15KTurnover42.04%IV0.62%PremiumJan 17, 2025Expiry Date17.34Intrinsic Value100Multiplier5DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.9331Delta0.0105Gamma13.30Leverage Ratio-0.1587Theta0.0311Rho12.41Eff Leverage0.0380Vega