5.60Open5.90Pre Close10 Volume19 Open Interest139.00Strike Price6.46KTurnover40.70%IV0.39%PremiumDec 27, 2024Expiry Date6.80Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.9007Delta0.0359Gamma19.16Leverage Ratio-0.1146Theta-0.0083Rho-17.26Eff Leverage0.0215Vega