2.50Open1.95Pre Close28 Volume344 Open Interest181.00Strike Price6.61KTurnover27.44%IV0.81%PremiumNov 29, 2024Expiry Date1.03Intrinsic Value100Multiplier3DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.5820Delta0.0853Gamma73.55Leverage Ratio-0.3307Theta0.0087Rho42.80Eff Leverage0.0651Vega