6.45Open3.30Pre Close4 Volume900 Open Interest115.00Strike Price2.63KTurnover45.18%IV0.05%PremiumJan 17, 2025Expiry Date6.45Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8703Delta0.0398Gamma16.08Leverage Ratio-0.1149Theta-0.0097Rho-14.00Eff Leverage0.0253Vega