2.14Open2.35Pre Close30 Volume1.04K Open Interest16.00Strike Price6.36KTurnover73.33%IV4.08%PremiumNov 15, 2024Expiry Date1.39Intrinsic Value100Multiplier20DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.7200Delta0.1121Gamma8.70Leverage Ratio-0.0265Theta0.0058Rho6.26Eff Leverage0.0138Vega