7.91Open9.70Pre Close8 Volume272 Open Interest47.50Strike Price6.36KTurnover144.68%IV0.85%PremiumNov 29, 2024Expiry Date7.50Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.8989Delta0.0266Gamma7.01Leverage Ratio-0.2177Theta0.0029Rho6.30Eff Leverage0.0081Vega