6.40Open6.05Pre Close5 Volume1.27K Open Interest130.00Strike Price3.20KTurnover25.16%IV1.56%PremiumJan 17, 2025Expiry Date4.30Intrinsic Value100Multiplier23DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.7207Delta0.0392Gamma21.66Leverage Ratio-0.0725Theta0.0585Rho15.61Eff Leverage0.1147Vega