2.50Open1.95Pre Close28 Volume344 Open Interest181.00Strike Price6.61KTurnover27.44%IV0.82%PremiumNov 29, 2024Expiry Date1.01Intrinsic Value100Multiplier3DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.5820Delta0.0853Gamma73.54Leverage Ratio-0.3307Theta0.0087Rho42.80Eff Leverage0.0651Vega